Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 972113901.553059 | Range | 111550 | Trim Var. | 785218755.541772 |
V(Y[t],d=1,D=0) | 53645567.8495914 | Range | 39000 | Trim Var. | 38573308.7607919 |
V(Y[t],d=2,D=0) | 134962537.396029 | Range | 60403 | Trim Var. | 91269726.4024309 |
V(Y[t],d=3,D=0) | 369137880.135793 | Range | 84642 | Trim Var. | 266939766.051948 |
V(Y[t],d=0,D=1) | 9880804.78919289 | Range | 20132 | Trim Var. | 4871075.5754386 |
V(Y[t],d=1,D=1) | 6643497.49635854 | Range | 24448 | Trim Var. | 1120055.24036036 |
V(Y[t],d=2,D=1) | 10556299.9281411 | Range | 28980 | Trim Var. | 2172665.78304332 |
V(Y[t],d=3,D=1) | 19199574.7652072 | Range | 33751 | Trim Var. | 7321087.54109589 |
V(Y[t],d=0,D=2) | 9658281.23532069 | Range | 21982 | Trim Var. | 4505467.05790297 |
V(Y[t],d=1,D=2) | 9812887.66944444 | Range | 26615 | Trim Var. | 2379285.79235412 |
V(Y[t],d=2,D=2) | 16671076.2 | Range | 32761 | Trim Var. | 5968361.05790297 |
V(Y[t],d=3,D=2) | 36276963.1152223 | Range | 39141 | Trim Var. | 18788243.3231388 |