Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 38369839.9745158 | Range | 28335 | Trim Var. | 24224433.3507302 |
V(Y[t],d=1,D=0) | 49308705.4018692 | Range | 33804 | Trim Var. | 20731242.4732456 |
V(Y[t],d=2,D=0) | 132533241.498325 | Range | 64773 | Trim Var. | 53696467.8427772 |
V(Y[t],d=3,D=0) | 413395026.109614 | Range | 106143 | Trim Var. | 194241962.069664 |
V(Y[t],d=0,D=1) | 10731514.3891753 | Range | 15648 | Trim Var. | 6852572.32878909 |
V(Y[t],d=1,D=1) | 10441511.9298246 | Range | 14391 | Trim Var. | 6812310.56922025 |
V(Y[t],d=2,D=1) | 29752313.0620381 | Range | 25372 | Trim Var. | 19307238.7619048 |
V(Y[t],d=3,D=1) | 101692996.685084 | Range | 47529 | Trim Var. | 68002556.3802352 |
V(Y[t],d=0,D=2) | 34183493.8296919 | Range | 28919 | Trim Var. | 18142994.2972973 |
V(Y[t],d=1,D=2) | 26513386.0761618 | Range | 23128 | Trim Var. | 15008449.7008515 |
V(Y[t],d=2,D=2) | 68944584.4166912 | Range | 40196 | Trim Var. | 40819104.805175 |
V(Y[t],d=3,D=2) | 233032526.907709 | Range | 74380 | Trim Var. | 141312358.212833 |