Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 302797888.184569 | Range | 70327 | Trim Var. | 201714146.660734 |
V(Y[t],d=1,D=0) | 63792707.23705 | Range | 36978 | Trim Var. | 30178382.2090395 |
V(Y[t],d=2,D=0) | 108784204.169607 | Range | 54616 | Trim Var. | 50967235.1548802 |
V(Y[t],d=3,D=0) | 288150695.307459 | Range | 91874 | Trim Var. | 132970873.186025 |
V(Y[t],d=0,D=1) | 465529551.384085 | Range | 85185 | Trim Var. | 318134907.211765 |
V(Y[t],d=1,D=1) | 22275953.6646104 | Range | 22338 | Trim Var. | 12661516.6404082 |
V(Y[t],d=2,D=1) | 40286669.0673401 | Range | 31737 | Trim Var. | 20735730.4906463 |
V(Y[t],d=3,D=1) | 132617887.726415 | Range | 57359 | Trim Var. | 72874135.2606383 |
V(Y[t],d=0,D=2) | 881578273.555556 | Range | 104636 | Trim Var. | 637380831.82726 |
V(Y[t],d=1,D=2) | 54468387.3715645 | Range | 28740 | Trim Var. | 33300237.2183499 |
V(Y[t],d=2,D=2) | 135439500.807309 | Range | 54214 | Trim Var. | 78305600.7432432 |
V(Y[t],d=3,D=2) | 456047766.304297 | Range | 84540 | Trim Var. | 270150406.073016 |