Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 281201163.913732 | Range | 70327 | Trim Var. | 190491113.386657 |
V(Y[t],d=1,D=0) | 62818479.0816901 | Range | 36978 | Trim Var. | 30709762.0389145 |
V(Y[t],d=2,D=0) | 107150567.003934 | Range | 54616 | Trim Var. | 52081212.774458 |
V(Y[t],d=3,D=0) | 282354512.541347 | Range | 91874 | Trim Var. | 134515017.501093 |
V(Y[t],d=0,D=1) | 424369079.020056 | Range | 85185 | Trim Var. | 283865639.519567 |
V(Y[t],d=1,D=1) | 22075063.7369959 | Range | 22338 | Trim Var. | 12959944.0486212 |
V(Y[t],d=2,D=1) | 39318675.5704779 | Range | 31737 | Trim Var. | 20842477.1312217 |
V(Y[t],d=3,D=1) | 127934369.575815 | Range | 57359 | Trim Var. | 71180547.7396078 |
V(Y[t],d=0,D=2) | 793732734.05984 | Range | 104636 | Trim Var. | 549533397.368757 |
V(Y[t],d=1,D=2) | 50284160.7280296 | Range | 28740 | Trim Var. | 30226996.3097561 |
V(Y[t],d=2,D=2) | 125148067.281159 | Range | 54214 | Trim Var. | 70751115.9326923 |
V(Y[t],d=3,D=2) | 423777159.772727 | Range | 84540 | Trim Var. | 247158727.400810 |