Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 55.6437853107345 | Range | 27 | Trim Var. | 41.0300489168414 |
V(Y[t],d=1,D=0) | 11.0789012273524 | Range | 16 | Trim Var. | 6.14328808446456 |
V(Y[t],d=2,D=0) | 25.9286146400484 | Range | 26 | Trim Var. | 14.4596530920060 |
V(Y[t],d=3,D=0) | 80.438596491228 | Range | 45 | Trim Var. | 43.758431372549 |
V(Y[t],d=0,D=1) | 92.8399822695036 | Range | 35 | Trim Var. | 64.4163763066202 |
V(Y[t],d=1,D=1) | 21.7261794634598 | Range | 22 | Trim Var. | 11.8044871794872 |
V(Y[t],d=2,D=1) | 56.3289855072464 | Range | 41 | Trim Var. | 22 |
V(Y[t],d=3,D=1) | 186.609090909091 | Range | 73 | Trim Var. | 64.1081081081081 |
V(Y[t],d=0,D=2) | 253.006349206349 | Range | 57 | Trim Var. | 182.67311827957 |
V(Y[t],d=1,D=2) | 65.9613445378151 | Range | 36 | Trim Var. | 38.7311827956989 |
V(Y[t],d=2,D=2) | 164.553475935829 | Range | 64 | Trim Var. | 77.4436781609195 |
V(Y[t],d=3,D=2) | 558.058712121212 | Range | 124 | Trim Var. | 242.687192118227 |