Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 312.036326666667 | Range | 52.51 | Trim Var. | 268.061620719776 |
V(Y[t],d=1,D=0) | 14.4308279953244 | Range | 18.42 | Trim Var. | 8.24265297532656 |
V(Y[t],d=2,D=0) | 20.5190781911675 | Range | 18.3099999999999 | Trim Var. | 14.3410118778280 |
V(Y[t],d=3,D=0) | 49.5871776942355 | Range | 28.75 | Trim Var. | 31.9260016470588 |
V(Y[t],d=0,D=1) | 118.259072163121 | Range | 44.31 | Trim Var. | 82.6930868757259 |
V(Y[t],d=1,D=1) | 30.4144813135985 | Range | 28.21 | Trim Var. | 14.9211928048780 |
V(Y[t],d=2,D=1) | 53.9443780193236 | Range | 28.6399999999999 | Trim Var. | 34.4304896794871 |
V(Y[t],d=3,D=1) | 142.764743636363 | Range | 47.6199999999999 | Trim Var. | 89.2210462887987 |
V(Y[t],d=0,D=2) | 273.795979285714 | Range | 65.07 | Trim Var. | 165.792080241935 |
V(Y[t],d=1,D=2) | 92.2924373109243 | Range | 43.07 | Trim Var. | 52.3852703225807 |
V(Y[t],d=2,D=2) | 179.395762299465 | Range | 48.8700000000001 | Trim Var. | 125.983908505747 |
V(Y[t],d=3,D=2) | 486.807915340909 | Range | 84.57 | Trim Var. | 332.424735221674 |