Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 31.543009762901 | Range | 23.2 | Trim Var. | 24.8563789836348 |
V(Y[t],d=1,D=0) | 12.6454952357512 | Range | 17.7 | Trim Var. | 8.649437058488 |
V(Y[t],d=2,D=0) | 16.0723662376343 | Range | 25.3 | Trim Var. | 10.084940546707 |
V(Y[t],d=3,D=0) | 46.0345934348852 | Range | 44.2 | Trim Var. | 28.5401745061564 |
V(Y[t],d=0,D=1) | 5.76540439755777 | Range | 15.5 | Trim Var. | 3.24206582633053 |
V(Y[t],d=1,D=1) | 9.78484113679778 | Range | 15.9 | Trim Var. | 6.21556455152904 |
V(Y[t],d=2,D=1) | 28.7771059980334 | Range | 27.8 | Trim Var. | 18.5728929609379 |
V(Y[t],d=3,D=1) | 93.099107142857 | Range | 47.3 | Trim Var. | 60.1728960199005 |
V(Y[t],d=0,D=2) | 16.7707174849268 | Range | 23.8 | Trim Var. | 9.60477655440414 |
V(Y[t],d=1,D=2) | 28.8078469897848 | Range | 28.9 | Trim Var. | 17.223718156304 |
V(Y[t],d=2,D=2) | 85.4021868281339 | Range | 51.6 | Trim Var. | 54.6701297993019 |
V(Y[t],d=3,D=2) | 277.201504119054 | Range | 90.2 | Trim Var. | 176.27768309663 |