Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 15.3751 | Range | 21 | Trim Var. | 8.06422 |
V(Y[t],d=1,D=0) | 17.1367 | Range | 19 | Trim Var. | 10.0518 |
V(Y[t],d=2,D=0) | 50.3858 | Range | 36 | Trim Var. | 30.1799 |
V(Y[t],d=3,D=0) | 170.005 | Range | 59 | Trim Var. | 104.934 |
V(Y[t],d=0,D=1) | 17.6683 | Range | 20 | Trim Var. | 9.5968 |
V(Y[t],d=1,D=1) | 34.4436 | Range | 31 | Trim Var. | 21.6288 |
V(Y[t],d=2,D=1) | 106.991 | Range | 48 | Trim Var. | 63.3525 |
V(Y[t],d=3,D=1) | 369.225 | Range | 89 | Trim Var. | 242.804 |
V(Y[t],d=0,D=2) | 49.9001 | Range | 35 | Trim Var. | 29.4126 |
V(Y[t],d=1,D=2) | 103.288 | Range | 52 | Trim Var. | 53.6809 |
V(Y[t],d=2,D=2) | 326.484 | Range | 78 | Trim Var. | 203.736 |
V(Y[t],d=3,D=2) | 1129.9 | Range | 152 | Trim Var. | 712.502 |