Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 48.5914068136273 | Range | 28 | Trim Var. | 34.934027213097 |
V(Y[t],d=1,D=0) | 1.00181085061690 | Range | 2 | Trim Var. | NA |
V(Y[t],d=2,D=0) | 1.91549295774648 | Range | 4 | Trim Var. | 0 |
V(Y[t],d=3,D=0) | 5.69354838709677 | Range | 8 | Trim Var. | 2.58168776023416 |
V(Y[t],d=0,D=1) | 12.1112027468273 | Range | 18 | Trim Var. | 6.43633609858525 |
V(Y[t],d=1,D=1) | 2.05734276370827 | Range | 4 | Trim Var. | 0 |
V(Y[t],d=2,D=1) | 3.86802426710789 | Range | 8 | Trim Var. | 2.25214038298150 |
V(Y[t],d=3,D=1) | 11.2809746954077 | Range | 16 | Trim Var. | 6.8534961154273 |
V(Y[t],d=0,D=2) | 23.2817868199912 | Range | 28 | Trim Var. | 12.6124118615335 |
V(Y[t],d=1,D=2) | 5.94934932267377 | Range | 8 | Trim Var. | 2.91181695017311 |
V(Y[t],d=2,D=2) | 11.0950660565026 | Range | 16 | Trim Var. | 6.15354449837208 |
V(Y[t],d=3,D=2) | 32.1016949152542 | Range | 28 | Trim Var. | 16.4632016971279 |