Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 217.120166666667 | Range | 63.4 | Trim Var. | 148.987491264850 |
V(Y[t],d=1,D=0) | 22.4294623027470 | Range | 24.2 | Trim Var. | 12.8816835994195 |
V(Y[t],d=2,D=0) | 29.1460375075621 | Range | 26.9000000000000 | Trim Var. | 19.3660633484163 |
V(Y[t],d=3,D=0) | 76.5906641604012 | Range | 49.4000000000001 | Trim Var. | 43.6457960784314 |
V(Y[t],d=0,D=1) | 152.945492021277 | Range | 46.4 | Trim Var. | 103.890342624855 |
V(Y[t],d=1,D=1) | 41.3159759481962 | Range | 30.7000000000000 | Trim Var. | 23.7273780487805 |
V(Y[t],d=2,D=1) | 67.0081787439615 | Range | 36.3 | Trim Var. | 42.6200000000000 |
V(Y[t],d=3,D=1) | 180.984464646465 | Range | 63.8000000000001 | Trim Var. | 105.387341430500 |
V(Y[t],d=0,D=2) | 406.787968253968 | Range | 79.4 | Trim Var. | 271.698669354839 |
V(Y[t],d=1,D=2) | 106.840453781513 | Range | 42.7000000000000 | Trim Var. | 72.2509247311829 |
V(Y[t],d=2,D=2) | 191.97458110517 | Range | 55.1000000000001 | Trim Var. | 125.000413793104 |
V(Y[t],d=3,D=2) | 527.82547348485 | Range | 95.5000000000002 | Trim Var. | 340.96709359606 |