Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 4.19887005649718 | Range | 11 | Trim Var. | 1.89224489795918 |
V(Y[t],d=1,D=0) | 3.25599064874342 | Range | 8 | Trim Var. | 1.83710407239819 |
V(Y[t],d=2,D=0) | 8.66182698124622 | Range | 16 | Trim Var. | 4.43632653061225 |
V(Y[t],d=3,D=0) | 26.8370927318296 | Range | 27 | Trim Var. | 14.9506802721088 |
V(Y[t],d=0,D=1) | 5.37189716312057 | Range | 12 | Trim Var. | 2.62804878048780 |
V(Y[t],d=1,D=1) | 5.91304347826087 | Range | 10 | Trim Var. | 2.91730769230769 |
V(Y[t],d=2,D=1) | 16.9603864734300 | Range | 19 | Trim Var. | 7.63086770981508 |
V(Y[t],d=3,D=1) | 55.6919191919192 | Range | 33 | Trim Var. | 29.3805120910384 |
V(Y[t],d=0,D=2) | 19.6468253968254 | Range | 19 | Trim Var. | 11.6129032258065 |
V(Y[t],d=1,D=2) | 20.5579831932773 | Range | 20 | Trim Var. | 8.56650246305419 |
V(Y[t],d=2,D=2) | 56.7139037433155 | Range | 35 | Trim Var. | 31.615763546798 |
V(Y[t],d=3,D=2) | 182.507575757576 | Range | 60 | Trim Var. | 111.179802955665 |