Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.6515 | Range | 6.829 | Trim Var. | 2.13288 |
V(Y[t],d=1,D=0) | 1.39046 | Range | 6.45 | Trim Var. | 0.820591 |
V(Y[t],d=2,D=0) | 2.39122 | Range | 9.608 | Trim Var. | 1.3714 |
V(Y[t],d=3,D=0) | 7.06799 | Range | 17.322 | Trim Var. | 3.99503 |
V(Y[t],d=0,D=1) | 3.20849 | Range | 7.777 | Trim Var. | 2.07362 |
V(Y[t],d=1,D=1) | 2.50981 | Range | 8.514 | Trim Var. | 1.37245 |
V(Y[t],d=2,D=1) | 5.02185 | Range | 11.838 | Trim Var. | 2.8728 |
V(Y[t],d=3,D=1) | 13.4811 | Range | 19.288 | Trim Var. | 7.66438 |
V(Y[t],d=0,D=2) | 5.03192 | Range | 11.512 | Trim Var. | 3.31207 |
V(Y[t],d=1,D=2) | 6.57481 | Range | 15.129 | Trim Var. | 3.35691 |
V(Y[t],d=2,D=2) | 14.6455 | Range | 19.646 | Trim Var. | 8.91916 |
V(Y[t],d=3,D=2) | 38.1644 | Range | 35.295 | Trim Var. | 22.5645 |