Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 6.08041653715847 | Range | 10.856 | Trim Var. | 3.5033412670537 |
V(Y[t],d=1,D=0) | 1.29667712429379 | Range | 5.734 | Trim Var. | 0.702855566736548 |
V(Y[t],d=2,D=0) | 2.66803003974284 | Range | 7.641 | Trim Var. | 1.49989592089986 |
V(Y[t],d=3,D=0) | 8.06934201603146 | Range | 14.087 | Trim Var. | 4.30003698152338 |
V(Y[t],d=0,D=1) | 1.29667712429379 | Range | 5.734 | Trim Var. | 0.702855566736548 |
V(Y[t],d=1,D=1) | 2.66803003974284 | Range | 7.641 | Trim Var. | 1.49989592089986 |
V(Y[t],d=2,D=1) | 8.06934201603146 | Range | 14.087 | Trim Var. | 4.30003698152338 |
V(Y[t],d=3,D=1) | 27.6144054592732 | Range | 25.233 | Trim Var. | 14.7431481631372 |
V(Y[t],d=0,D=2) | 2.66803003974284 | Range | 7.641 | Trim Var. | 1.49989592089986 |
V(Y[t],d=1,D=2) | 8.06934201603146 | Range | 14.087 | Trim Var. | 4.30003698152338 |
V(Y[t],d=2,D=2) | 27.6144054592732 | Range | 25.233 | Trim Var. | 14.7431481631372 |
V(Y[t],d=3,D=2) | 100.641516254221 | Range | 49.873 | Trim Var. | 51.4913986024489 |