Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 88.106103500761 | Range | 33.1 | Trim Var. | 72.3500240384615 |
V(Y[t],d=1,D=0) | 3.73060837245696 | Range | 12.9 | Trim Var. | 1.17935515873016 |
V(Y[t],d=2,D=0) | 7.57805633802817 | Range | 17.2 | Trim Var. | 2.48834101382488 |
V(Y[t],d=3,D=0) | 21.1528964803313 | Range | 23.8 | Trim Var. | 8.74224219989423 |
V(Y[t],d=0,D=1) | 22.7635081967213 | Range | 17.7 | Trim Var. | 15.2111123680241 |
V(Y[t],d=1,D=1) | 5.588802259887 | Range | 12.9 | Trim Var. | 2.58141509433963 |
V(Y[t],d=2,D=1) | 8.80830508474576 | Range | 16.2 | Trim Var. | 3.69994194484761 |
V(Y[t],d=3,D=1) | 23.1425166364186 | Range | 27.6 | Trim Var. | 10.5402564102564 |
V(Y[t],d=0,D=2) | 76.98375 | Range | 31.9 | Trim Var. | 52.6681997677120 |
V(Y[t],d=1,D=2) | 14.7757446808511 | Range | 21 | Trim Var. | 4.58969512195122 |
V(Y[t],d=2,D=2) | 20.8067345050879 | Range | 21.9 | Trim Var. | 9.02954878048778 |
V(Y[t],d=3,D=2) | 54.0841594202898 | Range | 38.7 | Trim Var. | 21.8361794871794 |