Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.84151065449011 | Range | 5 | Trim Var. | 1.34209134615385 |
V(Y[t],d=1,D=0) | 0.79276799687011 | Range | 6.9 | Trim Var. | 0.138115719406041 |
V(Y[t],d=2,D=0) | 2.02084909456741 | Range | 10.5000000000000 | Trim Var. | 0.618960573476702 |
V(Y[t],d=3,D=0) | 6.24682401656316 | Range | 19.0000000000000 | Trim Var. | 1.83692490745637 |
V(Y[t],d=0,D=1) | 4.84220765027322 | Range | 8.30000000000001 | Trim Var. | 3.09471698113207 |
V(Y[t],d=1,D=1) | 1.76613276836159 | Range | 7.70000000000002 | Trim Var. | 0.766949685534593 |
V(Y[t],d=2,D=1) | 4.07739333722971 | Range | 11.6000000000000 | Trim Var. | 2.00745283018868 |
V(Y[t],d=3,D=1) | 12.2088445251059 | Range | 20.2000000000001 | Trim Var. | 5.68118778280547 |
V(Y[t],d=0,D=2) | 11.8273724489796 | Range | 13.4000000000000 | Trim Var. | 7.93142857142856 |
V(Y[t],d=1,D=2) | 5.81785460992909 | Range | 11.7000000000000 | Trim Var. | 2.73684668989548 |
V(Y[t],d=2,D=2) | 13.1412765957448 | Range | 16.2000000000001 | Trim Var. | 7.24898780487807 |
V(Y[t],d=3,D=2) | 39.7500917874399 | Range | 31.0000000000001 | Trim Var. | 23.0170192307694 |