Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 104835571.865680 | Range | 45568 | Trim Var. | 69847641.5009576 |
V(Y[t],d=1,D=0) | 130968516.539754 | Range | 55177 | Trim Var. | 55816361.3338936 |
V(Y[t],d=2,D=0) | 349277655.458248 | Range | 102564 | Trim Var. | 148032007.922404 |
V(Y[t],d=3,D=0) | 1121803943.73001 | Range | 178466 | Trim Var. | 541558328.727299 |
V(Y[t],d=0,D=1) | 29466591.3453815 | Range | 26132 | Trim Var. | 16226632.0570159 |
V(Y[t],d=1,D=1) | 30985212.2530120 | Range | 31286 | Trim Var. | 17338033.5460426 |
V(Y[t],d=2,D=1) | 86012440.928636 | Range | 43671 | Trim Var. | 50210427.4452269 |
V(Y[t],d=3,D=1) | 277919351.691049 | Range | 80805 | Trim Var. | 167826271.785513 |
V(Y[t],d=0,D=2) | 90818089.9278169 | Range | 44610 | Trim Var. | 53025504.4603175 |
V(Y[t],d=1,D=2) | 89428710.6627767 | Range | 51315 | Trim Var. | 44449558.4352279 |
V(Y[t],d=2,D=2) | 227876903.556108 | Range | 69962 | Trim Var. | 132610469.480962 |
V(Y[t],d=3,D=2) | 713508310.928815 | Range | 124716 | Trim Var. | 426362272.512568 |