Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 8.41864244751664 | Range | 9.26 | Trim Var. | 6.59126821548822 |
V(Y[t],d=1,D=0) | 0.82309405076679 | Range | 5.8 | Trim Var. | 0.307479245283019 |
V(Y[t],d=2,D=0) | 1.84416841530055 | Range | 7.95 | Trim Var. | 0.89137206095791 |
V(Y[t],d=3,D=0) | 5.95729649717514 | Range | 12.4 | Trim Var. | 3.58555849056604 |
V(Y[t],d=0,D=1) | 2.33494192090395 | Range | 6.73 | Trim Var. | 1.52534577218728 |
V(Y[t],d=1,D=1) | 1.81701431911163 | Range | 8.27 | Trim Var. | 0.667516763425254 |
V(Y[t],d=2,D=1) | 4.01781890502117 | Range | 10.07 | Trim Var. | 2.18566681749623 |
V(Y[t],d=3,D=1) | 13.261896679198 | Range | 16.48 | Trim Var. | 7.5836923137255 |
V(Y[t],d=0,D=2) | 5.58659949874686 | Range | 11.46 | Trim Var. | 3.48488125490196 |
V(Y[t],d=1,D=2) | 5.52348022727273 | Range | 13.73 | Trim Var. | 2.18744575510204 |
V(Y[t],d=2,D=2) | 11.7867088888889 | Range | 17.78 | Trim Var. | 6.2933112244898 |
V(Y[t],d=3,D=2) | 38.2875044025157 | Range | 28.11 | Trim Var. | 22.0165998226951 |