Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 686147894.511105 | Range | 93895 | Trim Var. | 516831160.742138 |
V(Y[t],d=1,D=0) | 118161983.632240 | Range | 52013 | Trim Var. | 41907835.3744557 |
V(Y[t],d=2,D=0) | 156599138.535593 | Range | 61931 | Trim Var. | 91420831.5793152 |
V(Y[t],d=3,D=0) | 314556059.933957 | Range | 91364 | Trim Var. | 138337164.177794 |
V(Y[t],d=0,D=1) | 252108290.702449 | Range | 63589 | Trim Var. | 176997597.160677 |
V(Y[t],d=1,D=1) | 29760331.375 | Range | 28654 | Trim Var. | 13560995.2967885 |
V(Y[t],d=2,D=1) | 63122409.4144504 | Range | 47077 | Trim Var. | 23658000.7456446 |
V(Y[t],d=3,D=1) | 192868723.096207 | Range | 76350 | Trim Var. | 77619617.854878 |
V(Y[t],d=0,D=2) | 568899874.324324 | Range | 88729 | Trim Var. | 444539185.279857 |
V(Y[t],d=1,D=2) | 80244479.063063 | Range | 47077 | Trim Var. | 29682630.1893939 |
V(Y[t],d=2,D=2) | 203183961.380159 | Range | 87799 | Trim Var. | 75058563.78125 |
V(Y[t],d=3,D=2) | 632755775.927731 | Range | 131766 | Trim Var. | 211313948.991398 |