Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 614148832.062295 | Range | 93895 | Trim Var. | 426275646.46299 |
V(Y[t],d=1,D=0) | 126118805.328814 | Range | 52013 | Trim Var. | 68738096.7313068 |
V(Y[t],d=2,D=0) | 170253787.110462 | Range | 61931 | Trim Var. | 103502969.349782 |
V(Y[t],d=3,D=0) | 355289822.221416 | Range | 91364 | Trim Var. | 179518446.416290 |
V(Y[t],d=0,D=1) | 276219389.389456 | Range | 57755 | Trim Var. | 211424769.282392 |
V(Y[t],d=1,D=1) | 14686344.6378546 | Range | 17766 | Trim Var. | 8250438.91811847 |
V(Y[t],d=2,D=1) | 25906585.3006475 | Range | 29508 | Trim Var. | 9197171.33780488 |
V(Y[t],d=3,D=1) | 78332531.6971014 | Range | 50518 | Trim Var. | 29986839.7025641 |
V(Y[t],d=0,D=2) | 519402404.363363 | Range | 69734 | Trim Var. | 434117059.058712 |
V(Y[t],d=1,D=2) | 34345770.5230159 | Range | 23620 | Trim Var. | 21291622.4354839 |
V(Y[t],d=2,D=2) | 72891208.4756303 | Range | 40584 | Trim Var. | 35629982.8989247 |
V(Y[t],d=3,D=2) | 224058450.057041 | Range | 62099 | Trim Var. | 129147481.213793 |