Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 74.8041042084168 | Range | 36 | Trim Var. | 48.8128820382436 |
V(Y[t],d=1,D=0) | 1.00132795711906 | Range | 2 | Trim Var. | NA |
V(Y[t],d=2,D=0) | 1.83501006036217 | Range | 4 | Trim Var. | 0 |
V(Y[t],d=3,D=0) | 5.31449990264166 | Range | 8 | Trim Var. | 2.5479920323845 |
V(Y[t],d=0,D=1) | 14.5554246473895 | Range | 18 | Trim Var. | 7.98178256112765 |
V(Y[t],d=1,D=1) | 2.00816285142089 | Range | 4 | Trim Var. | 0 |
V(Y[t],d=2,D=1) | 3.69477748080268 | Range | 8 | Trim Var. | 2.24850892526087 |
V(Y[t],d=3,D=1) | 10.7272727272727 | Range | 16 | Trim Var. | 6.12892269916125 |
V(Y[t],d=0,D=2) | 27.4420698805838 | Range | 28 | Trim Var. | 15.5661723818350 |
V(Y[t],d=1,D=2) | 6.17714412613813 | Range | 8 | Trim Var. | 2.61950400158087 |
V(Y[t],d=2,D=2) | 11.1881428354787 | Range | 16 | Trim Var. | 5.96659382985815 |
V(Y[t],d=3,D=2) | 32.4150929874225 | Range | 30 | Trim Var. | 20.407623528337 |