Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 56.7694794303798 | Range | 30.6 | Trim Var. | 41.9687010954617 |
V(Y[t],d=1,D=0) | 83.4060370009737 | Range | 47.4 | Trim Var. | 50.2788490945674 |
V(Y[t],d=2,D=0) | 215.068464868465 | Range | 67.3 | Trim Var. | 145.068621118012 |
V(Y[t],d=3,D=0) | 654.834053315106 | Range | 122.7 | Trim Var. | 435.172608695652 |
V(Y[t],d=0,D=1) | 40.4707177348551 | Range | 28.5 | Trim Var. | 24.5285056497175 |
V(Y[t],d=1,D=1) | 51.3297738579828 | Range | 38.7 | Trim Var. | 28.6323553477498 |
V(Y[t],d=2,D=1) | 146.417557109557 | Range | 70.3 | Trim Var. | 78.0940381125227 |
V(Y[t],d=3,D=1) | 494.107091346154 | Range | 117 | Trim Var. | 276.058439849624 |
V(Y[t],d=0,D=2) | 108.040766233766 | Range | 42.8 | Trim Var. | 70.6005102040817 |
V(Y[t],d=1,D=2) | 136.131562289562 | Range | 52.4 | Trim Var. | 94.1390731292517 |
V(Y[t],d=2,D=2) | 396.437232704403 | Range | 87.8 | Trim Var. | 282.536804078014 |
V(Y[t],d=3,D=2) | 1374.93227140784 | Range | 166.4 | Trim Var. | 976.535050878816 |