Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 59223225.7615819 | Range | 27652 | Trim Var. | 46692025.6477987 |
V(Y[t],d=1,D=0) | 6980891.52600818 | Range | 12646 | Trim Var. | 3719154.28447025 |
V(Y[t],d=2,D=0) | 11191841.2453116 | Range | 17076 | Trim Var. | 6559495.79034691 |
V(Y[t],d=3,D=0) | 26727343.5626566 | Range | 28061 | Trim Var. | 13368401.1584314 |
V(Y[t],d=0,D=1) | 14764195.0567376 | Range | 14528 | Trim Var. | 10158431.7102207 |
V(Y[t],d=1,D=1) | 2304119.37187789 | Range | 8366 | Trim Var. | 857456.502439024 |
V(Y[t],d=2,D=1) | 4945538.38115942 | Range | 11588 | Trim Var. | 1671978.43525641 |
V(Y[t],d=3,D=1) | 15696175.4767677 | Range | 21929 | Trim Var. | 5991429.72874494 |
V(Y[t],d=0,D=2) | 37989091.1587302 | Range | 24718 | Trim Var. | 25422792.2862903 |
V(Y[t],d=1,D=2) | 6815480.98655462 | Range | 12389 | Trim Var. | 3208986.46451613 |
V(Y[t],d=2,D=2) | 16087149.1666667 | Range | 19161 | Trim Var. | 7750499.8862069 |
V(Y[t],d=3,D=2) | 53312587.2348485 | Range | 31509 | Trim Var. | 28951397.2389163 |