Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 87.9355423917068 | Range | 39.8 | Trim Var. | 60.8265571095571 |
V(Y[t],d=1,D=0) | 29.7691057838661 | Range | 25.3 | Trim Var. | 19.3885 |
V(Y[t],d=2,D=0) | 47.3304049295775 | Range | 31.8 | Trim Var. | 29.4048586309524 |
V(Y[t],d=3,D=0) | 140.256084507042 | Range | 54.1 | Trim Var. | 90.3522171018945 |
V(Y[t],d=0,D=1) | 314.204740877842 | Range | 75.3 | Trim Var. | 200.254874213836 |
V(Y[t],d=1,D=1) | 102.788010928962 | Range | 42.8 | Trim Var. | 64.3249419448476 |
V(Y[t],d=2,D=1) | 148.814855932203 | Range | 51.9 | Trim Var. | 104.188176100629 |
V(Y[t],d=3,D=1) | 422.169205143191 | Range | 93.5 | Trim Var. | 287.014172714078 |
V(Y[t],d=0,D=2) | 1203.45233061224 | Range | 149.3 | Trim Var. | 764.243298097252 |
V(Y[t],d=1,D=2) | 397.271666666667 | Range | 82.3 | Trim Var. | 252.250708748616 |
V(Y[t],d=2,D=2) | 540.349428191489 | Range | 89.3 | Trim Var. | 372.989181184669 |
V(Y[t],d=3,D=2) | 1465.52930619796 | Range | 169.4 | Trim Var. | 917.31287804878 |