Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.22271 | Range | 7 | Trim Var. | 0.840301 |
V(Y[t],d=1,D=0) | 4.95238 | Range | 14 | Trim Var. | 1.89402 |
V(Y[t],d=2,D=0) | 15.4689 | Range | 23 | Trim Var. | 6.46227 |
V(Y[t],d=3,D=0) | 52.9805 | Range | 45 | Trim Var. | 24.1638 |
V(Y[t],d=0,D=1) | 4.36954 | Range | 12 | Trim Var. | 1.3375 |
V(Y[t],d=1,D=1) | 9.05193 | Range | 19 | Trim Var. | 3.58988 |
V(Y[t],d=2,D=1) | 27.8478 | Range | 33 | Trim Var. | 11.452 |
V(Y[t],d=3,D=1) | 95.2187 | Range | 64 | Trim Var. | 39.0318 |
V(Y[t],d=0,D=2) | 13.6109 | Range | 19 | Trim Var. | 5.77465 |
V(Y[t],d=1,D=2) | 28.8517 | Range | 31 | Trim Var. | 9.94245 |
V(Y[t],d=2,D=2) | 90.2611 | Range | 55 | Trim Var. | 32.1759 |
V(Y[t],d=3,D=2) | 310.711 | Range | 106 | Trim Var. | 128.365 |