Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.66641782699171 | Range | 7.611772 | Trim Var. | 1.61736409088787 |
V(Y[t],d=1,D=0) | 0.669084933880776 | Range | 4.377901 | Trim Var. | 0.364781385851227 |
V(Y[t],d=2,D=0) | 1.36386482972239 | Range | 6.191189 | Trim Var. | 0.705141922348545 |
V(Y[t],d=3,D=0) | 4.16242474901661 | Range | 11.356146 | Trim Var. | 2.04809437693972 |
V(Y[t],d=0,D=1) | 5.67709902619859 | Range | 10.199493 | Trim Var. | 3.93482136458724 |
V(Y[t],d=1,D=1) | 1.54070491332192 | Range | 5.120182 | Trim Var. | 1.05683006002187 |
V(Y[t],d=2,D=1) | 2.80427728306164 | Range | 8.321622 | Trim Var. | 1.64318751727232 |
V(Y[t],d=3,D=1) | 8.07247143728395 | Range | 14.021459 | Trim Var. | 5.06758417015892 |
V(Y[t],d=0,D=2) | 19.1787875405627 | Range | 17.207733 | Trim Var. | 13.2363630096754 |
V(Y[t],d=1,D=2) | 4.81766065561454 | Range | 9.000282 | Trim Var. | 3.10252632258273 |
V(Y[t],d=2,D=2) | 8.15949480066866 | Range | 14.923135 | Trim Var. | 4.18811892742196 |
V(Y[t],d=3,D=2) | 22.8830625513947 | Range | 23.078091 | Trim Var. | 12.5063070869714 |