Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 748627087.033794 | Range | 115276 | Trim Var. | 533160697.846377 |
V(Y[t],d=1,D=0) | 155914994.558071 | Range | 65293 | Trim Var. | 72107778.371138 |
V(Y[t],d=2,D=0) | 238974348.514311 | Range | 80794 | Trim Var. | 127585198.005689 |
V(Y[t],d=3,D=0) | 544791471.85327 | Range | 125171 | Trim Var. | 265615829.155647 |
V(Y[t],d=0,D=1) | 481972557.056292 | Range | 90402 | Trim Var. | 341659631.652381 |
V(Y[t],d=1,D=1) | 30834543.2607946 | Range | 33911 | Trim Var. | 16888489.3934839 |
V(Y[t],d=2,D=1) | 63321243.9455378 | Range | 44005 | Trim Var. | 31432810.04664 |
V(Y[t],d=3,D=1) | 207025639.804766 | Range | 76554 | Trim Var. | 112751976.936517 |
V(Y[t],d=0,D=2) | 644214780.308242 | Range | 97203 | Trim Var. | 475912126.843151 |
V(Y[t],d=1,D=2) | 79038859.7102315 | Range | 55325 | Trim Var. | 37862751.4365743 |
V(Y[t],d=2,D=2) | 175674049.09309 | Range | 80924 | Trim Var. | 95088946.6080586 |
V(Y[t],d=3,D=2) | 572144306.059018 | Range | 137469 | Trim Var. | 303933932.438077 |