Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 109.820028915105 | Range | 38.83 | Trim Var. | 86.2186199333623 |
V(Y[t],d=1,D=0) | 10.7554827363476 | Range | 24.59 | Trim Var. | 4.39210271146478 |
V(Y[t],d=2,D=0) | 23.4862577280859 | Range | 36.89 | Trim Var. | 10.1946163118441 |
V(Y[t],d=3,D=0) | 74.3228543725776 | Range | 66.28 | Trim Var. | 30.3139943249428 |
V(Y[t],d=0,D=1) | 86.903994222689 | Range | 42.99 | Trim Var. | 58.1875927570093 |
V(Y[t],d=1,D=1) | 18.6900872240422 | Range | 24.99 | Trim Var. | 10.7480636924705 |
V(Y[t],d=2,D=1) | 39.1001521150225 | Range | 34.01 | Trim Var. | 22.8243223450135 |
V(Y[t],d=3,D=1) | 122.748938196287 | Range | 61.66 | Trim Var. | 71.1835768864469 |
V(Y[t],d=0,D=2) | 206.051794080997 | Range | 71.1 | Trim Var. | 105.061338771930 |
V(Y[t],d=1,D=2) | 47.5929098395345 | Range | 39.14 | Trim Var. | 27.0532736170213 |
V(Y[t],d=2,D=2) | 95.8833831895778 | Range | 55.17 | Trim Var. | 53.085951132464 |
V(Y[t],d=3,D=2) | 296.706266978022 | Range | 98.64 | Trim Var. | 158.03824399252 |