Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.67896 | Range | 7.8743 | Trim Var. | 0.98386 |
V(Y[t],d=1,D=0) | 3.50592 | Range | 9.78514 | Trim Var. | 2.18297 |
V(Y[t],d=2,D=0) | 10.59 | Range | 18.3475 | Trim Var. | 6.4921 |
V(Y[t],d=3,D=0) | 35.404 | Range | 33.1235 | Trim Var. | 21.9711 |
V(Y[t],d=0,D=1) | 3.10523 | Range | 9.19837 | Trim Var. | 1.80129 |
V(Y[t],d=1,D=1) | 6.42812 | Range | 14.4613 | Trim Var. | 4.18954 |
V(Y[t],d=2,D=1) | 19.5682 | Range | 22.4996 | Trim Var. | 13.2642 |
V(Y[t],d=3,D=1) | 65.8704 | Range | 37.6432 | Trim Var. | 44.8441 |
V(Y[t],d=0,D=2) | 9.02429 | Range | 16.1259 | Trim Var. | 5.35095 |
V(Y[t],d=1,D=2) | 18.8789 | Range | 23.8394 | Trim Var. | 12.242 |
V(Y[t],d=2,D=2) | 56.8189 | Range | 42.6814 | Trim Var. | 39.0947 |
V(Y[t],d=3,D=2) | 188.932 | Range | 69.4048 | Trim Var. | 130.032 |