Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 263.662850124224 | Range | 57.47 | Trim Var. | 211.860962453728 |
V(Y[t],d=1,D=0) | 11.3603855924979 | Range | 16.9 | Trim Var. | 6.56057540983607 |
V(Y[t],d=2,D=0) | 24.4800904960492 | Range | 22.4 | Trim Var. | 15.3068477683616 |
V(Y[t],d=3,D=0) | 73.5145349163275 | Range | 37.1 | Trim Var. | 46.8941935125658 |
V(Y[t],d=0,D=1) | 49.2442599213551 | Range | 28.5 | Trim Var. | 39.0237714555053 |
V(Y[t],d=1,D=1) | 22.8472682957393 | Range | 28 | Trim Var. | 12.8407447058823 |
V(Y[t],d=2,D=1) | 48.8217836038961 | Range | 32.9 | Trim Var. | 29.4692000408163 |
V(Y[t],d=3,D=1) | 142.631431178451 | Range | 60.1 | Trim Var. | 85.6374588435374 |
V(Y[t],d=0,D=2) | 122.459418599034 | Range | 46.4 | Trim Var. | 85.5432994230769 |
V(Y[t],d=1,D=2) | 60.9600927272727 | Range | 38.9 | Trim Var. | 37.3713712550607 |
V(Y[t],d=2,D=2) | 124.864295295983 | Range | 45.4 | Trim Var. | 76.0549852773826 |
V(Y[t],d=3,D=2) | 343.047816057586 | Range | 78.6 | Trim Var. | 212.962135435435 |