Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 10.5602503912363 | Range | 13 | Trim Var. | 6.91964285714286 |
V(Y[t],d=1,D=0) | 11.7420523138833 | Range | 15 | Trim Var. | 7.22185792349727 |
V(Y[t],d=2,D=0) | 32.1159420289855 | Range | 25 | Trim Var. | 20.7581920903955 |
V(Y[t],d=3,D=0) | 104.831628303495 | Range | 43 | Trim Var. | 71.2846994535519 |
V(Y[t],d=0,D=1) | 20.5364406779661 | Range | 19 | Trim Var. | 10.9207843137255 |
V(Y[t],d=1,D=1) | 18.3892460549386 | Range | 18 | Trim Var. | 12.013197586727 |
V(Y[t],d=2,D=1) | 51.5538415003025 | Range | 28 | Trim Var. | 33.8431372549020 |
V(Y[t],d=3,D=1) | 171.657894736842 | Range | 55 | Trim Var. | 117.385882352941 |
V(Y[t],d=0,D=2) | 71.8577127659574 | Range | 31 | Trim Var. | 49.4262485481998 |
V(Y[t],d=1,D=2) | 55.2275670675301 | Range | 30 | Trim Var. | 35.8044871794872 |
V(Y[t],d=2,D=2) | 152.151207729469 | Range | 44 | Trim Var. | 101.761133603239 |
V(Y[t],d=3,D=2) | 507.654545454545 | Range | 79 | Trim Var. | 335.553342816501 |