Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 40732970.3487342 | Range | 28335 | Trim Var. | 27187973.1171753 |
V(Y[t],d=1,D=0) | 47210580.0139565 | Range | 32229 | Trim Var. | 20954676.6418511 |
V(Y[t],d=2,D=0) | 125330834.067266 | Range | 57461 | Trim Var. | 55543106.0954451 |
V(Y[t],d=3,D=0) | 403541103.980519 | Range | 91616 | Trim Var. | 210588701.664109 |
V(Y[t],d=0,D=1) | 11212486.3167252 | Range | 15648 | Trim Var. | 6616859.7319209 |
V(Y[t],d=1,D=1) | 11833344.9312528 | Range | 13623 | Trim Var. | 7637119.45762712 |
V(Y[t],d=2,D=1) | 32155094.6461538 | Range | 24648 | Trim Var. | 20703893.2171809 |
V(Y[t],d=3,D=1) | 106915565.967788 | Range | 44281 | Trim Var. | 70803040.1942356 |
V(Y[t],d=0,D=2) | 39092049.9623377 | Range | 28919 | Trim Var. | 21656121.5383673 |
V(Y[t],d=1,D=2) | 33262268.0282828 | Range | 23128 | Trim Var. | 22245060.7763605 |
V(Y[t],d=2,D=2) | 83652734.1233403 | Range | 40196 | Trim Var. | 56955497.3187057 |
V(Y[t],d=3,D=2) | 275858174.837446 | Range | 69519 | Trim Var. | 191470789.249769 |