Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 139.615559462719 | Range | 48.29 | Trim Var. | 94.2225596716826 |
V(Y[t],d=1,D=0) | 2.94324591265398 | Range | 9.12 | Trim Var. | 1.77090446069994 |
V(Y[t],d=2,D=0) | 4.80785368336766 | Range | 10.7000000000000 | Trim Var. | 2.99882976190476 |
V(Y[t],d=3,D=0) | 13.0733496727443 | Range | 18.59 | Trim Var. | 8.1060570085219 |
V(Y[t],d=0,D=1) | 31.3602879374641 | Range | 22.07 | Trim Var. | 23.4646334875972 |
V(Y[t],d=1,D=1) | 5.16038565971201 | Range | 11.38 | Trim Var. | 3.12744398782344 |
V(Y[t],d=2,D=1) | 10.2825194820837 | Range | 13.67 | Trim Var. | 6.71310633802816 |
V(Y[t],d=3,D=1) | 28.9944824382715 | Range | 24.78 | Trim Var. | 18.7418099798792 |
V(Y[t],d=0,D=2) | 63.1641086071987 | Range | 30.72 | Trim Var. | 42.3725043402778 |
V(Y[t],d=1,D=2) | 15.2321894164990 | Range | 19.84 | Trim Var. | 8.5662590373784 |
V(Y[t],d=2,D=2) | 30.5720298136645 | Range | 23.8900000000000 | Trim Var. | 20.8169424907456 |
V(Y[t],d=3,D=2) | 84.6215747229324 | Range | 41.1799999999999 | Trim Var. | 58.6094485792349 |