Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 13.0309 | Range | 21 | Trim Var. | 7.1823 |
V(Y[t],d=1,D=0) | 26.4961 | Range | 30 | Trim Var. | 14.8118 |
V(Y[t],d=2,D=0) | 76.2487 | Range | 48 | Trim Var. | 45.0156 |
V(Y[t],d=3,D=0) | 246.861 | Range | 88 | Trim Var. | 143.907 |
V(Y[t],d=0,D=1) | 22.2161 | Range | 25 | Trim Var. | 12.889 |
V(Y[t],d=1,D=1) | 45.7331 | Range | 34 | Trim Var. | 24.2692 |
V(Y[t],d=2,D=1) | 132.699 | Range | 60 | Trim Var. | 68.8326 |
V(Y[t],d=3,D=1) | 422.978 | Range | 104 | Trim Var. | 240.103 |
V(Y[t],d=0,D=2) | 60.3282 | Range | 41 | Trim Var. | 36.2365 |
V(Y[t],d=1,D=2) | 111.708 | Range | 48 | Trim Var. | 71.0178 |
V(Y[t],d=2,D=2) | 312.363 | Range | 82 | Trim Var. | 198.285 |
V(Y[t],d=3,D=2) | 995.348 | Range | 138 | Trim Var. | 626.996 |