Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.20647540983607 | Range | 7.8 | Trim Var. | 0.297728592162554 |
V(Y[t],d=1,D=0) | 1.62355649717514 | Range | 13.4 | Trim Var. | 0.0621383647798742 |
V(Y[t],d=2,D=0) | 5.20998831092928 | Range | 21.4 | Trim Var. | 0.0848981900452488 |
V(Y[t],d=3,D=0) | 18.0478917120387 | Range | 42 | Trim Var. | 0.185230015082956 |
V(Y[t],d=0,D=1) | 2.61208333333333 | Range | 13.8 | Trim Var. | 0.492015503875969 |
V(Y[t],d=1,D=1) | 4.06722960992908 | Range | 13.8 | Trim Var. | 0.0688902439024391 |
V(Y[t],d=2,D=1) | 12.9720999074931 | Range | 27.3 | Trim Var. | 0.0859756097560976 |
V(Y[t],d=3,D=1) | 44.6977632850242 | Range | 42.3 | Trim Var. | 3.01583974358975 |
V(Y[t],d=0,D=2) | 7.16803303303303 | Range | 19.4 | Trim Var. | 1.08564393939394 |
V(Y[t],d=1,D=2) | 13.6618730158730 | Range | 27.3 | Trim Var. | 0.369677419354839 |
V(Y[t],d=2,D=2) | 44.0429915966387 | Range | 42.3 | Trim Var. | 8.27169892473118 |
V(Y[t],d=3,D=2) | 152.900436720143 | Range | 84.3 | Trim Var. | 20.1689195402299 |