Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 3053106407.40141 | Range | 197556 | Trim Var. | 2318842144.47619 |
V(Y[t],d=1,D=0) | 351195806.739638 | Range | 94643 | Trim Var. | 140823025.877624 |
V(Y[t],d=2,D=0) | 507167161.09089 | Range | 113195 | Trim Var. | 218591684.449762 |
V(Y[t],d=3,D=0) | 1254213365.86871 | Range | 168620 | Trim Var. | 549003616.562842 |
V(Y[t],d=0,D=1) | 465923689.988701 | Range | 94884 | Trim Var. | 290891820.301887 |
V(Y[t],d=1,D=1) | 48779173.0800701 | Range | 39814 | Trim Var. | 25930948.0827286 |
V(Y[t],d=2,D=1) | 81237924.5311555 | Range | 44233 | Trim Var. | 50447211.8808446 |
V(Y[t],d=3,D=1) | 228564731.398496 | Range | 74069 | Trim Var. | 142077774.927059 |
V(Y[t],d=0,D=2) | 551791433.137855 | Range | 90555 | Trim Var. | 371849544.755517 |
V(Y[t],d=1,D=2) | 109029498.378353 | Range | 50652 | Trim Var. | 53131647.6756098 |
V(Y[t],d=2,D=2) | 207402616.543478 | Range | 61173 | Trim Var. | 130711220.164103 |
V(Y[t],d=3,D=2) | 591485702.249495 | Range | 95481 | Trim Var. | 373834431.009447 |