Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 56.1890081749237 | Range | 40 | Trim Var. | 29.5986751656043 |
V(Y[t],d=1,D=0) | 12.8628508640495 | Range | 20 | Trim Var. | 5.53482409913118 |
V(Y[t],d=2,D=0) | 28.5209726443769 | Range | 35 | Trim Var. | 12.5235062999594 |
V(Y[t],d=3,D=0) | 87.8776464542652 | Range | 63 | Trim Var. | 41.6109556177529 |
V(Y[t],d=0,D=1) | 98.1933059307105 | Range | 48 | Trim Var. | 61.1825027169694 |
V(Y[t],d=1,D=1) | 27.0667262969589 | Range | 27 | Trim Var. | 16.2482074752098 |
V(Y[t],d=2,D=1) | 60.3415697674419 | Range | 42 | Trim Var. | 33.8067124332571 |
V(Y[t],d=3,D=1) | 186.19186761811 | Range | 77 | Trim Var. | 106.061869274957 |
V(Y[t],d=0,D=2) | 248.237003275887 | Range | 83 | Trim Var. | 158.65777178796 |
V(Y[t],d=1,D=2) | 78.4337968998986 | Range | 49 | Trim Var. | 46.1937106918239 |
V(Y[t],d=2,D=2) | 172.43899204244 | Range | 74 | Trim Var. | 87.3018315018315 |
V(Y[t],d=3,D=2) | 529.633808095952 | Range | 134 | Trim Var. | 259.478202931658 |