Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 31820139.2596639 | Range | 25303 | Trim Var. | 19843289.4594595 |
V(Y[t],d=1,D=0) | 40470581.1566265 | Range | 30831 | Trim Var. | 17337182.2608293 |
V(Y[t],d=2,D=0) | 109954226.495739 | Range | 56102 | Trim Var. | 49042777.5658295 |
V(Y[t],d=3,D=0) | 363819971.216652 | Range | 91616 | Trim Var. | 184730393.877152 |
V(Y[t],d=0,D=1) | 10052197.3641553 | Range | 13003 | Trim Var. | 6480796.47211538 |
V(Y[t],d=1,D=1) | 8847946.29088419 | Range | 14391 | Trim Var. | 5651169.03149802 |
V(Y[t],d=2,D=1) | 26762141.1983903 | Range | 23280 | Trim Var. | 16398153.7695853 |
V(Y[t],d=3,D=1) | 91246813.8362319 | Range | 45511 | Trim Var. | 53966681.0407192 |
V(Y[t],d=0,D=2) | 33421774.1344262 | Range | 23794 | Trim Var. | 20804828.8062409 |
V(Y[t],d=1,D=2) | 18861203.8372881 | Range | 21620 | Trim Var. | 11194835.8937806 |
V(Y[t],d=2,D=2) | 54939136.0122735 | Range | 34184 | Trim Var. | 33787669.3236575 |
V(Y[t],d=3,D=2) | 187431716.890805 | Range | 64342 | Trim Var. | 115540013.937783 |