Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 500.839572230014 | Range | 97.6 | Trim Var. | 337.262987052093 |
V(Y[t],d=1,D=0) | 19.9653559483994 | Range | 27.4 | Trim Var. | 9.96367359229148 |
V(Y[t],d=2,D=0) | 26.1863321123321 | Range | 33.6 | Trim Var. | 15.4660771604938 |
V(Y[t],d=3,D=0) | 64.0932696629214 | Range | 49.4000000000001 | Trim Var. | 35.9963528481013 |
V(Y[t],d=0,D=1) | 19.9653559483994 | Range | 27.4 | Trim Var. | 9.96367359229148 |
V(Y[t],d=1,D=1) | 26.1863321123321 | Range | 33.6 | Trim Var. | 15.4660771604938 |
V(Y[t],d=2,D=1) | 64.0932696629214 | Range | 49.4000000000001 | Trim Var. | 35.9963528481013 |
V(Y[t],d=3,D=1) | 187.739274770174 | Range | 78.5000000000002 | Trim Var. | 106.159753326842 |
V(Y[t],d=0,D=2) | 26.1863321123321 | Range | 33.6 | Trim Var. | 15.4660771604938 |
V(Y[t],d=1,D=2) | 64.0932696629214 | Range | 49.4000000000001 | Trim Var. | 35.9963528481013 |
V(Y[t],d=2,D=2) | 187.739274770174 | Range | 78.5000000000002 | Trim Var. | 106.159753326842 |
V(Y[t],d=3,D=2) | 609.506435475446 | Range | 154.700000000000 | Trim Var. | 318.55361971362 |