Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 209.903997113983 | Range | 61.9014438 | Trim Var. | 143.428545714502 |
V(Y[t],d=1,D=0) | 143.472077668744 | Range | 39.6898311 | Trim Var. | 115.933284041060 |
V(Y[t],d=2,D=0) | 489.135976264140 | Range | 67.0343774 | Trim Var. | 419.292107904417 |
V(Y[t],d=3,D=0) | 1817.08242995238 | Range | 128.0348893 | Trim Var. | 1591.7106450319 |
V(Y[t],d=0,D=1) | 4.31481351785972 | Range | 10.7810496 | Trim Var. | 2.3444520054349 |
V(Y[t],d=1,D=1) | 6.13101403027443 | Range | 11.992 | Trim Var. | 3.03070384786312 |
V(Y[t],d=2,D=1) | 17.5669602615228 | Range | 22.1355622 | Trim Var. | 8.2002718238197 |
V(Y[t],d=3,D=1) | 58.4965434684523 | Range | 37.3700000000000 | Trim Var. | 29.0841806042054 |
V(Y[t],d=0,D=2) | 11.6789372222328 | Range | 18.6199930000000 | Trim Var. | 4.93978498099896 |
V(Y[t],d=1,D=2) | 18.5958967705371 | Range | 23.495 | Trim Var. | 6.99526511546405 |
V(Y[t],d=2,D=2) | 54.4096331047675 | Range | 40.364 | Trim Var. | 21.4108333599457 |
V(Y[t],d=3,D=2) | 184.157107683282 | Range | 67.438 | Trim Var. | 73.5645855076984 |