Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 98221156.039548 | Range | 43078 | Trim Var. | 66926268.362334 |
V(Y[t],d=1,D=0) | 109972825.817066 | Range | 51721 | Trim Var. | 50318228.9455733 |
V(Y[t],d=2,D=0) | 277874307.770115 | Range | 85794 | Trim Var. | 131349623.025641 |
V(Y[t],d=3,D=0) | 861346528.361529 | Range | 135272 | Trim Var. | 459305236.016471 |
V(Y[t],d=0,D=1) | 26819049.5314716 | Range | 22144 | Trim Var. | 16846179.6213705 |
V(Y[t],d=1,D=1) | 28147272.4921369 | Range | 21224 | Trim Var. | 18332407.2121951 |
V(Y[t],d=2,D=1) | 75281696.9763285 | Range | 36911 | Trim Var. | 50980076.6666667 |
V(Y[t],d=3,D=1) | 242570745.634343 | Range | 60995 | Trim Var. | 169128167.944669 |
V(Y[t],d=0,D=2) | 87731275.5642857 | Range | 40176 | Trim Var. | 54632538.8991935 |
V(Y[t],d=1,D=2) | 71185758.7865546 | Range | 34303 | Trim Var. | 46779061.7462366 |
V(Y[t],d=2,D=2) | 181922651.301248 | Range | 60834 | Trim Var. | 110036181.067816 |
V(Y[t],d=3,D=2) | 593211875.632576 | Range | 106093 | Trim Var. | 366097933.980296 |