Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 43.4018378081232 | Range | 24.63 | Trim Var. | 33.8893539892696 |
V(Y[t],d=1,D=0) | 0.887277211223473 | Range | 4.62 | Trim Var. | 0.538664627049903 |
V(Y[t],d=2,D=0) | 2.46890638852673 | Range | 6.69999999999999 | Trim Var. | 1.58242484276730 |
V(Y[t],d=3,D=0) | 8.13450623342175 | Range | 12.8900000000000 | Trim Var. | 5.19105782051282 |
V(Y[t],d=0,D=1) | 1.30639428002769 | Range | 6.51 | Trim Var. | 0.541054714445688 |
V(Y[t],d=1,D=1) | 0.542479104214423 | Range | 6.49999999999999 | Trim Var. | 0.121695475923852 |
V(Y[t],d=2,D=1) | 1.51491037735849 | Range | 11.7300000000000 | Trim Var. | 0.244708716540835 |
V(Y[t],d=3,D=1) | 5.09829446886446 | Range | 19.8400000000000 | Trim Var. | 0.654454020570359 |
V(Y[t],d=0,D=2) | 3.06617183114035 | Range | 10.8000000000000 | Trim Var. | 1.21083595075239 |
V(Y[t],d=1,D=2) | 0.892761209406495 | Range | 6.82999999999997 | Trim Var. | 0.36402179271709 |
V(Y[t],d=2,D=2) | 1.99695145275681 | Range | 10.9200000000000 | Trim Var. | 0.74778673264486 |
V(Y[t],d=3,D=2) | 6.31318690977092 | Range | 18.7200000000000 | Trim Var. | 2.16349700264470 |