Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 260.483209039548 | Range | 78 | Trim Var. | 128.211170510133 |
V(Y[t],d=1,D=0) | 33.8228755113968 | Range | 32.9 | Trim Var. | 20.488236574746 |
V(Y[t],d=2,D=0) | 43.4000998185117 | Range | 28.7 | Trim Var. | 27.1127903469080 |
V(Y[t],d=3,D=0) | 115.946672932331 | Range | 51 | Trim Var. | 71.2107843137254 |
V(Y[t],d=0,D=1) | 402.462907801419 | Range | 89.8 | Trim Var. | 216.09231126597 |
V(Y[t],d=1,D=1) | 61.4122201665125 | Range | 36.8 | Trim Var. | 32.1060121951220 |
V(Y[t],d=2,D=1) | 74.1811449275362 | Range | 32.2 | Trim Var. | 50.3252307692307 |
V(Y[t],d=3,D=1) | 185.242090909091 | Range | 53.1999999999999 | Trim Var. | 130.953252361673 |
V(Y[t],d=0,D=2) | 863.139134920635 | Range | 117.8 | Trim Var. | 575.928225806452 |
V(Y[t],d=1,D=2) | 137.417058823529 | Range | 43.4 | Trim Var. | 98.922 |
V(Y[t],d=2,D=2) | 173.500748663102 | Range | 52.6 | Trim Var. | 115.948781609195 |
V(Y[t],d=3,D=2) | 417.924393939394 | Range | 76 | Trim Var. | 293.298916256157 |