Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.53353152542373 | Range | 7.59 | Trim Var. | 1.40767044025157 |
V(Y[t],d=1,D=0) | 0.249905026300408 | Range | 2.63999999999999 | Trim Var. | 0.133929245283018 |
V(Y[t],d=2,D=0) | 0.359533817301873 | Range | 2.79000000000002 | Trim Var. | 0.222237707390646 |
V(Y[t],d=3,D=0) | 1.01449511278195 | Range | 5.08 | Trim Var. | 0.542294588235289 |
V(Y[t],d=0,D=1) | 8.08751489361701 | Range | 12.13 | Trim Var. | 4.31367921022067 |
V(Y[t],d=1,D=1) | 0.687640333024973 | Range | 3.83999999999999 | Trim Var. | 0.337117439024387 |
V(Y[t],d=2,D=1) | 0.988519227053131 | Range | 4.52999999999996 | Trim Var. | 0.530835641025635 |
V(Y[t],d=3,D=1) | 2.83356040404038 | Range | 8.29999999999995 | Trim Var. | 1.33192564102563 |
V(Y[t],d=0,D=2) | 23.8586053968254 | Range | 17.22 | Trim Var. | 16.9921442540322 |
V(Y[t],d=1,D=2) | 1.68056084033612 | Range | 5.87999999999997 | Trim Var. | 0.948705806451606 |
V(Y[t],d=2,D=2) | 2.49834019607841 | Range | 7.18999999999996 | Trim Var. | 1.45937574712643 |
V(Y[t],d=3,D=2) | 7.34253124999994 | Range | 12.8899999999999 | Trim Var. | 3.73442857142855 |