Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 51.4933792156708 | Range | 28.1113 | Trim Var. | 38.816382847894 |
V(Y[t],d=1,D=0) | 2.03043739977536 | Range | 13.1804 | Trim Var. | 1.02214432140081 |
V(Y[t],d=2,D=0) | 2.07925081891916 | Range | 16.3633 | Trim Var. | 0.841019436449481 |
V(Y[t],d=3,D=0) | 5.21028556245651 | Range | 28.5386 | Trim Var. | 1.87433232341279 |
V(Y[t],d=0,D=1) | 2.74962327744119 | Range | 10.5623 | Trim Var. | 1.54011570645569 |
V(Y[t],d=1,D=1) | 1.05610791796618 | Range | 10.675 | Trim Var. | 0.362584478343137 |
V(Y[t],d=2,D=1) | 2.55811932993919 | Range | 19.5041 | Trim Var. | 0.906066731066523 |
V(Y[t],d=3,D=1) | 7.92925551904572 | Range | 28.7232 | Trim Var. | 2.72638729078799 |
V(Y[t],d=0,D=2) | 5.99645151455323 | Range | 17.3126 | Trim Var. | 2.98542549419252 |
V(Y[t],d=1,D=2) | 3.00611650389072 | Range | 19.5041 | Trim Var. | 1.20536258510004 |
V(Y[t],d=2,D=2) | 7.08484177199802 | Range | 33.5481 | Trim Var. | 2.61213989699996 |
V(Y[t],d=3,D=2) | 21.578302357386 | Range | 53.88 | Trim Var. | 7.88613662133406 |