Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 111235287.378838 | Range | 45888 | Trim Var. | 73988293.4595075 |
V(Y[t],d=1,D=0) | 24061739.3254199 | Range | 27844 | Trim Var. | 15011610.0274510 |
V(Y[t],d=2,D=0) | 52992198.4694578 | Range | 39364 | Trim Var. | 32321045.7343660 |
V(Y[t],d=3,D=0) | 147402277.090463 | Range | 65306 | Trim Var. | 88436153.7049662 |
V(Y[t],d=0,D=1) | 53575355.0090779 | Range | 42474 | Trim Var. | 28798276.0561578 |
V(Y[t],d=1,D=1) | 46012278.8884005 | Range | 35590 | Trim Var. | 28276705.5919753 |
V(Y[t],d=2,D=1) | 99451945.6459426 | Range | 53356 | Trim Var. | 60798663.5037975 |
V(Y[t],d=3,D=1) | 280030147.836823 | Range | 84570 | Trim Var. | 154921116.291464 |
V(Y[t],d=0,D=2) | 124428698.948276 | Range | 62599 | Trim Var. | 74051771.9928405 |
V(Y[t],d=1,D=2) | 144506081.381983 | Range | 61138 | Trim Var. | 85832801.5905673 |
V(Y[t],d=2,D=2) | 310317662.015321 | Range | 92564 | Trim Var. | 186962131.288947 |
V(Y[t],d=3,D=2) | 872827987.42353 | Range | 151953 | Trim Var. | 531537182.999279 |