Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2575687444.54131 | Range | 147602 | Trim Var. | 2090925010.80237 |
V(Y[t],d=1,D=0) | 39845599.28 | Range | 34210 | Trim Var. | 6675058.20779221 |
V(Y[t],d=2,D=0) | 79304173.5433333 | Range | 56315 | Trim Var. | 8202767.06190476 |
V(Y[t],d=3,D=0) | 242078937.210145 | Range | 92745 | Trim Var. | 33188204.1342105 |
V(Y[t],d=0,D=1) | 149375654.533597 | Range | 45352 | Trim Var. | 74680048.4678363 |
V(Y[t],d=1,D=1) | 89309510.6168831 | Range | 53321 | Trim Var. | 16538844.9673203 |
V(Y[t],d=2,D=1) | 195285063.490476 | Range | 61625 | Trim Var. | 44479102.9044118 |
V(Y[t],d=3,D=1) | 623548996.239474 | Range | 111963 | Trim Var. | 327727538.705882 |
V(Y[t],d=0,D=2) | 353259282.707602 | Range | 64640 | Trim Var. | 263205191.360294 |
V(Y[t],d=1,D=2) | 311203257.898693 | Range | 83046 | Trim Var. | 104408714.195833 |
V(Y[t],d=2,D=2) | 704005744.808824 | Range | 111963 | Trim Var. | 352204141.980952 |
V(Y[t],d=3,D=2) | 2294525348.29583 | Range | 198532 | Trim Var. | 1101892570.48901 |