Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 716.98711751614 | Range | 116.61 | Trim Var. | 421.079782646048 |
V(Y[t],d=1,D=0) | 31.3727578660436 | Range | 40.09 | Trim Var. | 8.6758247258772 |
V(Y[t],d=2,D=0) | 30.0409132604479 | Range | 36.03 | Trim Var. | 15.2497778275476 |
V(Y[t],d=3,D=0) | 74.82661787062 | Range | 46.38 | Trim Var. | 42.3065896247998 |
V(Y[t],d=0,D=1) | 308.612833140034 | Range | 109.33 | Trim Var. | 119.12173223737 |
V(Y[t],d=1,D=1) | 50.3889639364035 | Range | 46.15 | Trim Var. | 15.5149535567716 |
V(Y[t],d=2,D=1) | 51.8476400223964 | Range | 38 | Trim Var. | 28.2487430812325 |
V(Y[t],d=3,D=1) | 131.183779867307 | Range | 58.67 | Trim Var. | 74.425991551922 |
V(Y[t],d=0,D=2) | 580.831791316527 | Range | 145.97 | Trim Var. | 189.420050702703 |
V(Y[t],d=1,D=2) | 114.939771930579 | Range | 67.53 | Trim Var. | 37.5532534801925 |
V(Y[t],d=2,D=2) | 139.292616044667 | Range | 67.2 | Trim Var. | 72.4484048706241 |
V(Y[t],d=3,D=2) | 371.785927792834 | Range | 104 | Trim Var. | 190.707333959312 |