Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 6.3341502539548 | Range | 7.343 | Trim Var. | 5.58112978371768 |
V(Y[t],d=1,D=0) | 0.239375807714787 | Range | 3.015 | Trim Var. | 0.119134178519593 |
V(Y[t],d=2,D=0) | 0.529755498185118 | Range | 5.733 | Trim Var. | 0.176579008672700 |
V(Y[t],d=3,D=0) | 1.63507460526316 | Range | 9.604 | Trim Var. | 0.509834532549018 |
V(Y[t],d=0,D=1) | 3.13246326950355 | Range | 7.489 | Trim Var. | 2.00330812369338 |
V(Y[t],d=1,D=1) | 0.625798482886217 | Range | 4.219 | Trim Var. | 0.326896725609756 |
V(Y[t],d=2,D=1) | 1.36469469613527 | Range | 6.986 | Trim Var. | 0.443626922435896 |
V(Y[t],d=3,D=1) | 4.21005914343435 | Range | 12.624 | Trim Var. | 1.14310549797570 |
V(Y[t],d=0,D=2) | 10.2853838349206 | Range | 13.445 | Trim Var. | 6.76173729737903 |
V(Y[t],d=1,D=2) | 2.10891770588235 | Range | 7.33 | Trim Var. | 1.05808931612903 |
V(Y[t],d=2,D=2) | 4.50577384670232 | Range | 12.624 | Trim Var. | 1.39354650689655 |
V(Y[t],d=3,D=2) | 13.9378508428030 | Range | 21.239 | Trim Var. | 4.56478003448276 |