Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 14.6586 | Range | 23.3917 | Trim Var. | 8.54876 |
V(Y[t],d=1,D=0) | 29.8339 | Range | 32.328 | Trim Var. | 17.4203 |
V(Y[t],d=2,D=0) | 89.9234 | Range | 52.6125 | Trim Var. | 51.6386 |
V(Y[t],d=3,D=0) | 301.811 | Range | 102.95 | Trim Var. | 169.873 |
V(Y[t],d=0,D=1) | 32.934 | Range | 33.5987 | Trim Var. | 19.0242 |
V(Y[t],d=1,D=1) | 62.129 | Range | 51.9854 | Trim Var. | 37.9144 |
V(Y[t],d=2,D=1) | 181.045 | Range | 75.9191 | Trim Var. | 109.948 |
V(Y[t],d=3,D=1) | 597.183 | Range | 137.796 | Trim Var. | 366.411 |
V(Y[t],d=0,D=2) | 93.5367 | Range | 55.6014 | Trim Var. | 55.1139 |
V(Y[t],d=1,D=2) | 168.668 | Range | 89.705 | Trim Var. | 96.1977 |
V(Y[t],d=2,D=2) | 481.587 | Range | 137.796 | Trim Var. | 259.019 |
V(Y[t],d=3,D=2) | 1569.84 | Range | 252.408 | Trim Var. | 878.911 |