Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 22.7019095461659 | Range | 15.31 | Trim Var. | 18.8082596974206 |
V(Y[t],d=1,D=0) | 2.17696949698189 | Range | 12.54 | Trim Var. | 0.682780184331798 |
V(Y[t],d=2,D=0) | 2.74232565217391 | Range | 11.0000000000000 | Trim Var. | 1.04672353252248 |
V(Y[t],d=3,D=0) | 7.67975554134696 | Range | 19.5500000000000 | Trim Var. | 3.35345491803279 |
V(Y[t],d=0,D=1) | 49.8394168361582 | Range | 23.62 | Trim Var. | 39.6153871767994 |
V(Y[t],d=1,D=1) | 4.99977106954997 | Range | 15.7200000000000 | Trim Var. | 1.92166705370102 |
V(Y[t],d=2,D=1) | 5.61371654567453 | Range | 13.6300000000000 | Trim Var. | 3.12821191553546 |
V(Y[t],d=3,D=1) | 15.0938733082707 | Range | 22.7099999999999 | Trim Var. | 8.31632337254905 |
V(Y[t],d=0,D=2) | 142.831209530142 | Range | 37.39 | Trim Var. | 116.139073461092 |
V(Y[t],d=1,D=2) | 16.8478382978723 | Range | 26.55 | Trim Var. | 5.0729448780488 |
V(Y[t],d=2,D=2) | 19.9740808212560 | Range | 22.7099999999999 | Trim Var. | 10.6442845512821 |
V(Y[t],d=3,D=2) | 56.2438409090909 | Range | 38.6499999999999 | Trim Var. | 29.5350323886640 |