Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 737398269.075749 | Range | 115276 | Trim Var. | 524345845.567787 |
V(Y[t],d=1,D=0) | 154520443.2 | Range | 65293 | Trim Var. | 71737539.4113193 |
V(Y[t],d=2,D=0) | 235852626.24031 | Range | 80794 | Trim Var. | 126089116.565675 |
V(Y[t],d=3,D=0) | 542501768.699803 | Range | 125171 | Trim Var. | 267838227.310356 |
V(Y[t],d=0,D=1) | 475676708.845179 | Range | 90402 | Trim Var. | 337474123.751014 |
V(Y[t],d=1,D=1) | 30612284.4016370 | Range | 33911 | Trim Var. | 16879314.2297394 |
V(Y[t],d=2,D=1) | 62608706.5328618 | Range | 44005 | Trim Var. | 31251047.5457875 |
V(Y[t],d=3,D=1) | 204576476.371814 | Range | 76554 | Trim Var. | 111856056.189600 |
V(Y[t],d=0,D=2) | 670878309.591959 | Range | 101436 | Trim Var. | 493665610.626652 |
V(Y[t],d=1,D=2) | 78005033.1440252 | Range | 55325 | Trim Var. | 37443140.8025623 |
V(Y[t],d=2,D=2) | 173708467.590293 | Range | 80924 | Trim Var. | 94439169.9862085 |
V(Y[t],d=3,D=2) | 564995863.432412 | Range | 137469 | Trim Var. | 301085427.964047 |