Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 33.7420031830239 | Range | 19.32 | Trim Var. | 27.3540116666667 |
V(Y[t],d=1,D=0) | 0.390997871064469 | Range | 3.31000000000002 | Trim Var. | 0.222524709689702 |
V(Y[t],d=2,D=0) | 0.85270302059497 | Range | 5.41000000000003 | Trim Var. | 0.496547515705315 |
V(Y[t],d=3,D=0) | 2.77789464368888 | Range | 9.62000000000003 | Trim Var. | 1.62803234323434 |
V(Y[t],d=0,D=1) | 2.2375647985348 | Range | 6.51 | Trim Var. | 1.49951157082749 |
V(Y[t],d=1,D=1) | 0.474484988797613 | Range | 3.77000000000002 | Trim Var. | 0.278101325848067 |
V(Y[t],d=2,D=1) | 1.12111998857797 | Range | 5.45 | Trim Var. | 0.677038876678885 |
V(Y[t],d=3,D=1) | 3.72662174335084 | Range | 9.33000000000001 | Trim Var. | 2.52438852684147 |
V(Y[t],d=0,D=2) | 4.93601220196353 | Range | 10.1600000000000 | Trim Var. | 3.44380279165442 |
V(Y[t],d=1,D=2) | 1.33271336598185 | Range | 5.30000000000004 | Trim Var. | 0.830470099367667 |
V(Y[t],d=2,D=2) | 2.95564153846157 | Range | 7.78000000000002 | Trim Var. | 1.93390188271607 |
V(Y[t],d=3,D=2) | 9.73039377028724 | Range | 13.3800000000000 | Trim Var. | 6.73338930379753 |