Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 30.0366112480438 | Range | 15.83 | Trim Var. | 25.4762428571429 |
V(Y[t],d=1,D=0) | 0.736614164989941 | Range | 6.74000000000001 | Trim Var. | 0.0211517979904812 |
V(Y[t],d=2,D=0) | 1.47300861283644 | Range | 13.2300000000000 | Trim Var. | 0.0116379957694340 |
V(Y[t],d=3,D=0) | 4.41109833759592 | Range | 20.0000000000000 | Trim Var. | 0.0477287431693983 |
V(Y[t],d=0,D=1) | 9.1486511581921 | Range | 9.92 | Trim Var. | 7.28739849755416 |
V(Y[t],d=1,D=1) | 1.71557258912917 | Range | 12.7500000000000 | Trim Var. | 0.0327246734397676 |
V(Y[t],d=2,D=1) | 3.51873599516032 | Range | 13.3200000000000 | Trim Var. | 0.286272209653091 |
V(Y[t],d=3,D=1) | 10.7842718671680 | Range | 26.3200000000001 | Trim Var. | 1.51212666666666 |
V(Y[t],d=0,D=2) | 26.1535758865248 | Range | 16.17 | Trim Var. | 20.8159226480836 |
V(Y[t],d=1,D=2) | 5.42023746530991 | Range | 19.4200000000000 | Trim Var. | 0.0869695121951206 |
V(Y[t],d=2,D=2) | 11.0834295652174 | Range | 26.3200000000001 | Trim Var. | 0.533866666666673 |
V(Y[t],d=3,D=2) | 33.9805563636365 | Range | 40.1800000000001 | Trim Var. | 3.46145344129557 |