Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 335614469.951821 | Range | 77132 | Trim Var. | 219600520.431712 |
V(Y[t],d=1,D=0) | 65046109.4767642 | Range | 38589 | Trim Var. | 29109287.6993706 |
V(Y[t],d=2,D=0) | 114788230.002057 | Range | 60697 | Trim Var. | 48241035.3238204 |
V(Y[t],d=3,D=0) | 304579366.378952 | Range | 91874 | Trim Var. | 129702372.894366 |
V(Y[t],d=0,D=1) | 495781483.479452 | Range | 85185 | Trim Var. | 353561127.410096 |
V(Y[t],d=1,D=1) | 24566070.2486307 | Range | 23666 | Trim Var. | 14833710.8244048 |
V(Y[t],d=2,D=1) | 37838940.8056338 | Range | 31737 | Trim Var. | 20184787.5104967 |
V(Y[t],d=3,D=1) | 122243761.403934 | Range | 57359 | Trim Var. | 69986002.0468006 |
V(Y[t],d=0,D=2) | 1146873537.88415 | Range | 118287 | Trim Var. | 864205207.664006 |
V(Y[t],d=1,D=2) | 72955293.2031073 | Range | 43280 | Trim Var. | 46609046.7732355 |
V(Y[t],d=2,D=2) | 121213645.758621 | Range | 54214 | Trim Var. | 79926919.2692308 |
V(Y[t],d=3,D=2) | 396722121.937387 | Range | 84540 | Trim Var. | 262193605.52451 |