Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 298.422773112301 | Range | 70.327 | Trim Var. | 219.289242107042 |
V(Y[t],d=1,D=0) | 67.5133647321012 | Range | 41.376 | Trim Var. | 35.0506959287785 |
V(Y[t],d=2,D=0) | 114.085527632604 | Range | 55.681 | Trim Var. | 59.4023237242115 |
V(Y[t],d=3,D=0) | 298.452085450351 | Range | 91.8739999999998 | Trim Var. | 155.810892193152 |
V(Y[t],d=0,D=1) | 411.974100273179 | Range | 85.185 | Trim Var. | 253.525196943892 |
V(Y[t],d=1,D=1) | 20.7377321389277 | Range | 22.338 | Trim Var. | 11.0297873333333 |
V(Y[t],d=2,D=1) | 37.2288630399038 | Range | 31.7370000000000 | Trim Var. | 17.585189881579 |
V(Y[t],d=3,D=1) | 120.276695619048 | Range | 57.35900 | Trim Var. | 62.4133176100651 |
V(Y[t],d=0,D=2) | 707.145672215488 | Range | 104.636 | Trim Var. | 484.541484755102 |
V(Y[t],d=1,D=2) | 45.8685073518518 | Range | 28.7399999999999 | Trim Var. | 28.1226068506206 |
V(Y[t],d=2,D=2) | 113.37541016836 | Range | 54.2139999999999 | Trim Var. | 65.7256865652175 |
V(Y[t],d=3,D=2) | 381.555352725114 | Range | 84.5400000000002 | Trim Var. | 226.950598106764 |