Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 28.3414489488131 | Range | 19.18 | Trim Var. | 22.2264976489028 |
V(Y[t],d=1,D=0) | 0.354913959143969 | Range | 3.69 | Trim Var. | 0.206892539055148 |
V(Y[t],d=2,D=0) | 0.70859294117647 | Range | 6.13999999999999 | Trim Var. | 0.383111503702297 |
V(Y[t],d=3,D=0) | 2.10535983634399 | Range | 10.97 | Trim Var. | 1.06972851451774 |
V(Y[t],d=0,D=1) | 2.96377016260163 | Range | 7.84 | Trim Var. | 1.99009624533001 |
V(Y[t],d=1,D=1) | 0.632463907661425 | Range | 4.65 | Trim Var. | 0.362071965501205 |
V(Y[t],d=2,D=1) | 1.40241183970856 | Range | 7.81999999999999 | Trim Var. | 0.785991614171564 |
V(Y[t],d=3,D=1) | 4.42232004897459 | Range | 13.98 | Trim Var. | 2.47547414661205 |
V(Y[t],d=0,D=2) | 5.83296930596823 | Range | 13.14 | Trim Var. | 3.58733649806334 |
V(Y[t],d=1,D=2) | 1.89671384120172 | Range | 7.50999999999999 | Trim Var. | 1.10177554747884 |
V(Y[t],d=2,D=2) | 4.2015105762054 | Range | 13.15 | Trim Var. | 2.40107450761799 |
V(Y[t],d=3,D=2) | 13.2613567287785 | Range | 23.77 | Trim Var. | 7.45024386285822 |