Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 32.5737075077453 | Range | 27.071 | Trim Var. | 20.4098167813773 |
V(Y[t],d=1,D=0) | 39.1555024960329 | Range | 31.112 | Trim Var. | 14.8948171392694 |
V(Y[t],d=2,D=0) | 103.243245465372 | Range | 56.102 | Trim Var. | 40.5025007697574 |
V(Y[t],d=3,D=0) | 333.56264168179 | Range | 91.616 | Trim Var. | 147.754880437827 |
V(Y[t],d=0,D=1) | 9.46569582922535 | Range | 14.318 | Trim Var. | 5.73506753075397 |
V(Y[t],d=1,D=1) | 9.44545319195171 | Range | 14.391 | Trim Var. | 6.06827695852535 |
V(Y[t],d=2,D=1) | 25.5362412430642 | Range | 23.28 | Trim Var. | 15.9165080362242 |
V(Y[t],d=3,D=1) | 87.875029685422 | Range | 45.511 | Trim Var. | 53.0136694054645 |
V(Y[t],d=0,D=2) | 28.6818673152542 | Range | 27.07 | Trim Var. | 17.8620899860238 |
V(Y[t],d=1,D=2) | 23.2669143939217 | Range | 22.71 | Trim Var. | 13.2718041690856 |
V(Y[t],d=2,D=2) | 53.7978550178464 | Range | 35.175 | Trim Var. | 31.4423543269231 |
V(Y[t],d=3,D=2) | 177.413996595865 | Range | 64.342 | Trim Var. | 98.7090520117648 |