Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1798.70953333333 | Range | 124.02 | Trim Var. | 1576.64178708250 |
V(Y[t],d=1,D=0) | 6.18518201798202 | Range | 15 | Trim Var. | 3.0003980331263 |
V(Y[t],d=2,D=0) | 5.0720407723855 | Range | 16.6199999999999 | Trim Var. | 1.69533098891731 |
V(Y[t],d=3,D=0) | 11.3699688947368 | Range | 27.5999999999999 | Trim Var. | 3.21643898156277 |
V(Y[t],d=0,D=1) | 62.9526861981982 | Range | 36 | Trim Var. | 36.0779519674356 |
V(Y[t],d=1,D=1) | 3.13296194002221 | Range | 10.0800000000000 | Trim Var. | 1.40629223776224 |
V(Y[t],d=2,D=1) | 2.995202739726 | Range | 13.4700000000000 | Trim Var. | 0.396543653846154 |
V(Y[t],d=3,D=1) | 7.90058120109539 | Range | 25.9699999999998 | Trim Var. | 0.927711011904755 |
V(Y[t],d=0,D=2) | 30.1722592756539 | Range | 30.92 | Trim Var. | 12.1996499743984 |
V(Y[t],d=1,D=2) | 6.14251720496893 | Range | 16.2700000000000 | Trim Var. | 1.12071940772079 |
V(Y[t],d=2,D=2) | 6.33548226768965 | Range | 20.0299999999999 | Trim Var. | 0.872141639344254 |
V(Y[t],d=3,D=2) | 15.7769429982440 | Range | 35.4799999999998 | Trim Var. | 1.59632666666664 |