Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 60.610612244898 | Range | 27 | Trim Var. | 44.0903805496829 |
V(Y[t],d=1,D=0) | 12.0816326530612 | Range | 16 | Trim Var. | 6.12137049941928 |
V(Y[t],d=2,D=0) | 28.3151595744681 | Range | 26 | Trim Var. | 14.4297328687573 |
V(Y[t],d=3,D=0) | 89.2747456059204 | Range | 45 | Trim Var. | 44.7743902439024 |
V(Y[t],d=0,D=1) | 110.407539118065 | Range | 35 | Trim Var. | 80.1098484848485 |
V(Y[t],d=1,D=1) | 25.9009009009009 | Range | 22 | Trim Var. | 15.2903225806452 |
V(Y[t],d=2,D=1) | 70.0285714285714 | Range | 41 | Trim Var. | 39.1118951612903 |
V(Y[t],d=3,D=1) | 221.475630252101 | Range | 73 | Trim Var. | 117.464516129032 |
V(Y[t],d=0,D=2) | 260.321538461538 | Range | 57 | Trim Var. | 171.385281385281 |
V(Y[t],d=1,D=2) | 79.9233333333333 | Range | 36 | Trim Var. | 41.7571428571429 |
V(Y[t],d=2,D=2) | 210.940217391304 | Range | 64 | Trim Var. | 86.9368421052632 |
V(Y[t],d=3,D=2) | 680.355731225296 | Range | 124 | Trim Var. | 259.228070175439 |