Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 5.37679095751354 | Range | 10 | Trim Var. | 3.90120221315436 |
V(Y[t],d=1,D=0) | 2.27923202229276 | Range | 7.285 | Trim Var. | 1.43546263304916 |
V(Y[t],d=2,D=0) | 6.94590093829865 | Range | 12.811 | Trim Var. | 4.38620456163817 |
V(Y[t],d=3,D=0) | 23.9724939000739 | Range | 22.926 | Trim Var. | 15.8994961674588 |
V(Y[t],d=0,D=1) | 1.64404729474773 | Range | 8.984 | Trim Var. | 0.632874015621788 |
V(Y[t],d=1,D=1) | 0.92946203627985 | Range | 5.565 | Trim Var. | 0.48537656990929 |
V(Y[t],d=2,D=1) | 1.98104331215517 | Range | 6.65600000000001 | Trim Var. | 1.22836828033429 |
V(Y[t],d=3,D=1) | 5.60299913321294 | Range | 11.042 | Trim Var. | 3.6950701576857 |
V(Y[t],d=0,D=2) | 3.46016947858392 | Range | 11.085 | Trim Var. | 1.4645323562377 |
V(Y[t],d=1,D=2) | 2.74002539692702 | Range | 10.204 | Trim Var. | 1.46385697125359 |
V(Y[t],d=2,D=2) | 5.99823554774748 | Range | 11.938 | Trim Var. | 3.78334585631746 |
V(Y[t],d=3,D=2) | 17.2602426225937 | Range | 20.86 | Trim Var. | 11.0803254129032 |