Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.6515 | Range | 6.829 | Trim Var. | 2.13288 |
V(Y[t],d=1,D=0) | 1.39046 | Range | 6.45 | Trim Var. | 0.820591 |
V(Y[t],d=2,D=0) | 2.39122 | Range | 9.608 | Trim Var. | 1.3714 |
V(Y[t],d=3,D=0) | 7.06799 | Range | 17.322 | Trim Var. | 3.99503 |
V(Y[t],d=0,D=1) | 0.25373 | Range | 4.255 | Trim Var. | 0.0788005 |
V(Y[t],d=1,D=1) | 0.677702 | Range | 7.204 | Trim Var. | 0.195687 |
V(Y[t],d=2,D=1) | 2.20059 | Range | 11.887 | Trim Var. | 0.629277 |
V(Y[t],d=3,D=1) | 7.51826 | Range | 23.525 | Trim Var. | 2.25388 |
V(Y[t],d=0,D=2) | 0.60217 | Range | 6.727 | Trim Var. | 0.177553 |
V(Y[t],d=1,D=2) | 1.63865 | Range | 11.761 | Trim Var. | 0.372168 |
V(Y[t],d=2,D=2) | 5.20321 | Range | 19.791 | Trim Var. | 1.26288 |
V(Y[t],d=3,D=2) | 17.5019 | Range | 38.149 | Trim Var. | 4.36892 |