Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 10.5081553389831 | Range | 13.81 | Trim Var. | 6.8390961914745 |
V(Y[t],d=1,D=0) | 0.593705143191118 | Range | 3.84000000000002 | Trim Var. | 0.352460957910015 |
V(Y[t],d=2,D=0) | 1.28412670901392 | Range | 6.26000000000003 | Trim Var. | 0.691893514328812 |
V(Y[t],d=3,D=0) | 4.21089818295743 | Range | 11.1200000000001 | Trim Var. | 2.32246384313727 |
V(Y[t],d=0,D=1) | 1.41209202127660 | Range | 6.42 | Trim Var. | 0.520670905923344 |
V(Y[t],d=1,D=1) | 0.63273885291397 | Range | 3.39 | Trim Var. | 0.385442804878048 |
V(Y[t],d=2,D=1) | 1.48265048309180 | Range | 4.90000000000002 | Trim Var. | 0.96126147435898 |
V(Y[t],d=3,D=1) | 5.06970737373741 | Range | 7.92000000000004 | Trim Var. | 3.72414709851555 |
V(Y[t],d=0,D=2) | 3.74839142857143 | Range | 8.8800 | Trim Var. | 2.06672258064516 |
V(Y[t],d=1,D=2) | 1.58301142857143 | Range | 5.19000000000001 | Trim Var. | 1.00012580645161 |
V(Y[t],d=2,D=2) | 3.53137718360073 | Range | 8.09000000000002 | Trim Var. | 2.30257574712645 |
V(Y[t],d=3,D=2) | 11.9256609848486 | Range | 12.3400000000000 | Trim Var. | 8.4165995073892 |