Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 87.8924714318966 | Range | 31.9 | Trim Var. | 73.4202739806226 |
V(Y[t],d=1,D=0) | 1.41833529652352 | Range | 7.92 | Trim Var. | 0.832301224243559 |
V(Y[t],d=2,D=0) | 2.84822175735022 | Range | 11.94 | Trim Var. | 1.62112099416482 |
V(Y[t],d=3,D=0) | 8.49864819739453 | Range | 22.34 | Trim Var. | 4.91058998777467 |
V(Y[t],d=0,D=1) | 6.80915042721989 | Range | 17.2 | Trim Var. | 4.02239420594748 |
V(Y[t],d=1,D=1) | 2.89167092272301 | Range | 11.37 | Trim Var. | 1.63677741087981 |
V(Y[t],d=2,D=1) | 5.72648114359289 | Range | 19.63 | Trim Var. | 3.14983077925947 |
V(Y[t],d=3,D=1) | 17.0232892459816 | Range | 34.2199999999999 | Trim Var. | 9.25486701415615 |
V(Y[t],d=0,D=2) | 13.6587816328829 | Range | 24.69 | Trim Var. | 8.82718462957967 |
V(Y[t],d=1,D=2) | 8.5745078479471 | Range | 17.98 | Trim Var. | 4.79088058563203 |
V(Y[t],d=2,D=2) | 17.3312832443811 | Range | 32.4999999999999 | Trim Var. | 9.52164782927748 |
V(Y[t],d=3,D=2) | 52.2770372766504 | Range | 57.3499999999999 | Trim Var. | 29.1352357261342 |