Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 3439.74 | Range | 194 | Trim Var. | 2794.74 |
V(Y[t],d=1,D=0) | 102.406 | Range | 45 | Trim Var. | 62.4586 |
V(Y[t],d=2,D=0) | 202.744 | Range | 63 | Trim Var. | 132.119 |
V(Y[t],d=3,D=0) | 541.797 | Range | 104 | Trim Var. | 341.619 |
V(Y[t],d=0,D=1) | 285.267 | Range | 66 | Trim Var. | 199.095 |
V(Y[t],d=1,D=1) | 25.7466 | Range | 20 | Trim Var. | 15.6499 |
V(Y[t],d=2,D=1) | 55.4944 | Range | 33 | Trim Var. | 33.5339 |
V(Y[t],d=3,D=1) | 166.413 | Range | 52 | Trim Var. | 105.192 |
V(Y[t],d=0,D=2) | 130.582 | Range | 57 | Trim Var. | 86.3104 |
V(Y[t],d=1,D=2) | 53.0251 | Range | 29 | Trim Var. | 37.9385 |
V(Y[t],d=2,D=2) | 119.343 | Range | 48 | Trim Var. | 81.148 |
V(Y[t],d=3,D=2) | 376.332 | Range | 76 | Trim Var. | 267.159 |