Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 4.6824e+11 | Range | 2640820 | Trim Var. | 3.28076e+11 |
V(Y[t],d=1,D=0) | 3.84287e+11 | Range | 3156050 | Trim Var. | 1.6883e+11 |
V(Y[t],d=2,D=0) | 7.80672e+11 | Range | 4552820 | Trim Var. | 4.57771e+11 |
V(Y[t],d=3,D=0) | 2.17712e+12 | Range | 7243090 | Trim Var. | 1.19508e+12 |
V(Y[t],d=0,D=1) | 3.84287e+11 | Range | 3156050 | Trim Var. | 1.6883e+11 |
V(Y[t],d=1,D=1) | 7.80672e+11 | Range | 4552820 | Trim Var. | 4.57771e+11 |
V(Y[t],d=2,D=1) | 2.17712e+12 | Range | 7243090 | Trim Var. | 1.19508e+12 |
V(Y[t],d=3,D=1) | 6.68045e+12 | Range | 13723400 | Trim Var. | 3.99164e+12 |
V(Y[t],d=0,D=2) | 7.80672e+11 | Range | 4552820 | Trim Var. | 4.57771e+11 |
V(Y[t],d=1,D=2) | 2.17712e+12 | Range | 7243090 | Trim Var. | 1.19508e+12 |
V(Y[t],d=2,D=2) | 6.68045e+12 | Range | 13723400 | Trim Var. | 3.99164e+12 |
V(Y[t],d=3,D=2) | 2.14636e+13 | Range | 22870900 | Trim Var. | 1.28453e+13 |