Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 41772445.8132768 | Range | 27004 | Trim Var. | 28711853.6006289 |
V(Y[t],d=1,D=0) | 42145173.5604909 | Range | 32229 | Trim Var. | 18761684.6625544 |
V(Y[t],d=2,D=0) | 106771004.059589 | Range | 55574 | Trim Var. | 46967975.6662896 |
V(Y[t],d=3,D=0) | 330204670.919800 | Range | 88322 | Trim Var. | 166256022.574902 |
V(Y[t],d=0,D=1) | 12669207.8652482 | Range | 15648 | Trim Var. | 7223554.03252032 |
V(Y[t],d=1,D=1) | 13005847.9491212 | Range | 13582 | Trim Var. | 8715902.37804878 |
V(Y[t],d=2,D=1) | 33960015.3874396 | Range | 24574 | Trim Var. | 22811118.3788462 |
V(Y[t],d=3,D=1) | 108919754.8 | Range | 43602 | Trim Var. | 74731731.1511471 |
V(Y[t],d=0,D=2) | 45130503.5325397 | Range | 28919 | Trim Var. | 26740078.3215726 |
V(Y[t],d=1,D=2) | 35306832.0789916 | Range | 23128 | Trim Var. | 23867159.2516129 |
V(Y[t],d=2,D=2) | 87066526.1212121 | Range | 40196 | Trim Var. | 55947955.8402299 |
V(Y[t],d=3,D=2) | 281100063.965909 | Range | 69519 | Trim Var. | 184169761.266010 |