Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 17.7505654635091 | Range | 17.062 | Trim Var. | 12.8928456778937 |
V(Y[t],d=1,D=0) | 5.55844072789196 | Range | 12.672 | Trim Var. | 3.31277322148541 |
V(Y[t],d=2,D=0) | 12.3793711358974 | Range | 19.826 | Trim Var. | 7.22547733095952 |
V(Y[t],d=3,D=0) | 36.1986082726502 | Range | 34.713 | Trim Var. | 20.2980155946606 |
V(Y[t],d=0,D=1) | 9.47908445035014 | Range | 17.41 | Trim Var. | 4.39865909968847 |
V(Y[t],d=1,D=1) | 4.85282154707307 | Range | 12.851 | Trim Var. | 2.48541068647505 |
V(Y[t],d=2,D=1) | 11.8474559802984 | Range | 16.567 | Trim Var. | 7.31093389191375 |
V(Y[t],d=3,D=1) | 34.6589809157088 | Range | 30.667 | Trim Var. | 20.3059910562271 |
V(Y[t],d=0,D=2) | 18.8688979882312 | Range | 25.672 | Trim Var. | 8.41143667368421 |
V(Y[t],d=1,D=2) | 13.1404155991889 | Range | 20.938 | Trim Var. | 6.27147999171333 |
V(Y[t],d=2,D=2) | 31.0157966091644 | Range | 29.396 | Trim Var. | 17.1973298851521 |
V(Y[t],d=3,D=2) | 88.8553620774725 | Range | 46.452 | Trim Var. | 48.0880789904161 |