Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 32711376.647541 | Range | 25139 | Trim Var. | 19732459.6516691 |
V(Y[t],d=1,D=0) | 44928600.6271186 | Range | 30831 | Trim Var. | 21474256.9577219 |
V(Y[t],d=2,D=0) | 124578734.344828 | Range | 56102 | Trim Var. | 60665733.3439768 |
V(Y[t],d=3,D=0) | 411865695.072293 | Range | 91616 | Trim Var. | 229186794.437406 |
V(Y[t],d=0,D=1) | 8580519.94557823 | Range | 12194 | Trim Var. | 5261160.42081949 |
V(Y[t],d=1,D=1) | 8451725.55851064 | Range | 14391 | Trim Var. | 4826373.00348432 |
V(Y[t],d=2,D=1) | 27062257.0185014 | Range | 23280 | Trim Var. | 14839959.8475610 |
V(Y[t],d=3,D=1) | 97990619.5328502 | Range | 45511 | Trim Var. | 53128084.3275641 |
V(Y[t],d=0,D=2) | 22821676.2432432 | Range | 19195 | Trim Var. | 15789868.3825758 |
V(Y[t],d=1,D=2) | 19147155.9134921 | Range | 21620 | Trim Var. | 11173269.8669355 |
V(Y[t],d=2,D=2) | 59265068.5966387 | Range | 34184 | Trim Var. | 32458550.1225806 |
V(Y[t],d=3,D=2) | 212862408.213904 | Range | 64342 | Trim Var. | 116724130.919540 |