Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 32.475798337337 | Range | 27.071 | Trim Var. | 21.0276219064831 |
V(Y[t],d=1,D=0) | 39.0336486068256 | Range | 31.112 | Trim Var. | 17.8397755121951 |
V(Y[t],d=2,D=0) | 103.243536818442 | Range | 56.102 | Trim Var. | 48.3029870864198 |
V(Y[t],d=3,D=0) | 334.868826107448 | Range | 91.616 | Trim Var. | 172.380591843827 |
V(Y[t],d=0,D=1) | 10.9283057146944 | Range | 14.318 | Trim Var. | 6.62608723239437 |
V(Y[t],d=1,D=1) | 9.30783285 | Range | 14.391 | Trim Var. | 5.84884842535211 |
V(Y[t],d=2,D=1) | 25.362993669462 | Range | 23.28 | Trim Var. | 17.0768090978091 |
V(Y[t],d=3,D=1) | 86.5651365348913 | Range | 45.511 | Trim Var. | 56.5262485327968 |
V(Y[t],d=0,D=2) | 33.9292835983437 | Range | 27.07 | Trim Var. | 19.8410364825489 |
V(Y[t],d=1,D=2) | 21.5376883994032 | Range | 22.71 | Trim Var. | 11.4161535961749 |
V(Y[t],d=2,D=2) | 50.374364429324 | Range | 35.175 | Trim Var. | 28.1970698584746 |
V(Y[t],d=3,D=2) | 168.200608198101 | Range | 64.342 | Trim Var. | 91.5517064915255 |