Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 56.5889136612022 | Range | 24.33 | Trim Var. | 44.4771105224964 |
V(Y[t],d=1,D=0) | 10.5351825988701 | Range | 27.35 | Trim Var. | 0.185159503843466 |
V(Y[t],d=2,D=0) | 21.5060729398013 | Range | 49.35 | Trim Var. | 0.238125907111754 |
V(Y[t],d=3,D=0) | 65.0718686025407 | Range | 74 | Trim Var. | 0.690120965309193 |
V(Y[t],d=0,D=1) | 121.858460969388 | Range | 27.69 | Trim Var. | 105.639915946844 |
V(Y[t],d=1,D=1) | 28.5172851063830 | Range | 51.51 | Trim Var. | 0.140321544715447 |
V(Y[t],d=2,D=1) | 56.9123201665124 | Range | 51.34 | Trim Var. | 0.522840121951219 |
V(Y[t],d=3,D=1) | 172.257286038647 | Range | 101.68 | Trim Var. | 2.69414814102562 |
V(Y[t],d=0,D=2) | 314.059266366366 | Range | 53.04 | Trim Var. | 264.995080113636 |
V(Y[t],d=1,D=2) | 95.5872732539682 | Range | 77.56 | Trim Var. | 0.53277701612903 |
V(Y[t],d=2,D=2) | 196.625076134453 | Range | 101.68 | Trim Var. | 2.32310365591396 |
V(Y[t],d=3,D=2) | 604.38697896613 | Range | 155.43 | Trim Var. | 111.284800000000 |