Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 145.642996870110 | Range | 52 | Trim Var. | 87.7760444209413 |
V(Y[t],d=1,D=0) | 271.948088531187 | Range | 73 | Trim Var. | 176.576036866359 |
V(Y[t],d=2,D=0) | 726.849896480331 | Range | 111 | Trim Var. | 483.098907103825 |
V(Y[t],d=3,D=0) | 2184.48635976130 | Range | 208 | Trim Var. | 1418.76338797814 |
V(Y[t],d=0,D=1) | 130.884463276836 | Range | 54 | Trim Var. | 79.1821480406386 |
V(Y[t],d=1,D=1) | 262.843366452367 | Range | 63 | Trim Var. | 201.459361393324 |
V(Y[t],d=2,D=1) | 793.382032667877 | Range | 110 | Trim Var. | 587.843137254902 |
V(Y[t],d=3,D=1) | 2641.00062656642 | Range | 207 | Trim Var. | 2009.92313725490 |
V(Y[t],d=0,D=2) | 389.329343971631 | Range | 97 | Trim Var. | 210.702090592334 |
V(Y[t],d=1,D=2) | 828.67992599445 | Range | 99 | Trim Var. | 597 |
V(Y[t],d=2,D=2) | 2518.71111111111 | Range | 196 | Trim Var. | 1816.76346153846 |
V(Y[t],d=3,D=2) | 8280.52222222222 | Range | 332 | Trim Var. | 5954.8677462888 |