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) | 212285768.247619 | Range | 56036 | Trim Var. | 91387078.8088235 |
V(Y[t],d=1,D=1) | 103132393.884211 | Range | 56704 | Trim Var. | 19231356.9281046 |
V(Y[t],d=2,D=1) | 238375191.672515 | Range | 66687 | Trim Var. | 129086762.610294 |
V(Y[t],d=3,D=1) | 777077074.761438 | Range | 123626 | Trim Var. | 367486670.895833 |
V(Y[t],d=0,D=2) | 591677172.638095 | Range | 79315 | Trim Var. | 428021368.769231 |
V(Y[t],d=1,D=2) | 325258975.384615 | Range | 76582 | Trim Var. | 73701189.9090909 |
V(Y[t],d=2,D=2) | 849971912.858974 | Range | 123626 | Trim Var. | 255747054.218182 |
V(Y[t],d=3,D=2) | 2907061426.36364 | Range | 201029 | Trim Var. | 1171971677.87778 |