Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 46.3803521246753 | Range | 25.151 | Trim Var. | 34.1995552755102 |
V(Y[t],d=1,D=0) | 71.0651659515151 | Range | 25.099 | Trim Var. | 62.1904812542517 |
V(Y[t],d=2,D=0) | 283.4421833529 | Range | 47.175 | Trim Var. | 254.680465531472 |
V(Y[t],d=3,D=0) | 1134.71550513716 | Range | 89.953 | Trim Var. | 1027.73396476318 |
V(Y[t],d=0,D=1) | 1.96368577488688 | Range | 8.609 | Trim Var. | 0.765361625603864 |
V(Y[t],d=1,D=1) | 3.51086713019608 | Range | 11.258 | Trim Var. | 1.55016683636364 |
V(Y[t],d=2,D=1) | 10.6543147738775 | Range | 19.222 | Trim Var. | 4.22143741384778 |
V(Y[t],d=3,D=1) | 35.9951313732993 | Range | 33.092 | Trim Var. | 16.0447867530454 |
V(Y[t],d=0,D=2) | 5.36530540248227 | Range | 13.606 | Trim Var. | 1.75118249070848 |
V(Y[t],d=1,D=2) | 11.201150426457 | Range | 18.77 | Trim Var. | 4.72859875243902 |
V(Y[t],d=2,D=2) | 34.1237058768116 | Range | 32.446 | Trim Var. | 13.9719821128205 |
V(Y[t],d=3,D=2) | 114.016710527273 | Range | 53.88 | Trim Var. | 58.3706244129554 |