Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 12.9423 | Range | 13.9146 | Trim Var. | 10.5583 |
V(Y[t],d=1,D=0) | 0.298601 | Range | 14.45 | Trim Var. | 0.0823765 |
V(Y[t],d=2,D=0) | 0.534344 | Range | 13.9981 | Trim Var. | 0.155133 |
V(Y[t],d=3,D=0) | 1.56795 | Range | 26.3966 | Trim Var. | 0.453789 |
V(Y[t],d=0,D=1) | 3.29944 | Range | 21.986 | Trim Var. | 1.27899 |
V(Y[t],d=1,D=1) | 0.651133 | Range | 22.0427 | Trim Var. | 0.227402 |
V(Y[t],d=2,D=1) | 1.0593 | Range | 24.5008 | Trim Var. | 0.396293 |
V(Y[t],d=3,D=1) | 3.09025 | Range | 40.7313 | Trim Var. | 1.16323 |
V(Y[t],d=0,D=2) | 10.7057 | Range | 39.0881 | Trim Var. | 4.2347 |
V(Y[t],d=1,D=2) | 2.06211 | Range | 42.2149 | Trim Var. | 0.750305 |
V(Y[t],d=2,D=2) | 3.18755 | Range | 37.2623 | Trim Var. | 1.22694 |
V(Y[t],d=3,D=2) | 9.29128 | Range | 66.8137 | Trim Var. | 3.60433 |