Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 63.7932360313564 | Range | 30.766 | Trim Var. | 48.3720564939581 |
V(Y[t],d=1,D=0) | 4.5793185881932 | Range | 12.041 | Trim Var. | 2.79342600442279 |
V(Y[t],d=2,D=0) | 6.96710069125485 | Range | 19.891 | Trim Var. | 3.8359684 |
V(Y[t],d=3,D=0) | 20.4901127706693 | Range | 34.502 | Trim Var. | 9.82622352903277 |
V(Y[t],d=0,D=1) | 34.4447184335565 | Range | 26.123 | Trim Var. | 23.9736846476812 |
V(Y[t],d=1,D=1) | 4.76630751875996 | Range | 12.798 | Trim Var. | 2.51750794402516 |
V(Y[t],d=2,D=1) | 11.5759480735337 | Range | 22.194 | Trim Var. | 5.67503795732601 |
V(Y[t],d=3,D=1) | 38.5906137973013 | Range | 39.273 | Trim Var. | 18.9721497266617 |
V(Y[t],d=0,D=2) | 65.9590016095926 | Range | 44.297 | Trim Var. | 33.648306212318 |
V(Y[t],d=1,D=2) | 13.6746499752022 | Range | 22.11 | Trim Var. | 6.47795240276825 |
V(Y[t],d=2,D=2) | 35.5016469957875 | Range | 39.273 | Trim Var. | 17.4258659553530 |
V(Y[t],d=3,D=2) | 120.171040716860 | Range | 68.223 | Trim Var. | 55.4112018619207 |