Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 149.826468937876 | Range | 44 | Trim Var. | 120.045913740378 |
V(Y[t],d=1,D=0) | 1.00023339852396 | Range | 2 | Trim Var. | NA |
V(Y[t],d=2,D=0) | 1.92352508626054 | Range | 4 | Trim Var. | 0 |
V(Y[t],d=3,D=0) | 5.82258064516129 | Range | 8 | Trim Var. | 2.44710470100787 |
V(Y[t],d=0,D=1) | 14.5786346652304 | Range | 16 | Trim Var. | 7.7150974025974 |
V(Y[t],d=1,D=1) | 1.95878013537151 | Range | 4 | Trim Var. | 0 |
V(Y[t],d=2,D=1) | 3.99998302999448 | Range | 8 | Trim Var. | 2.20832913179389 |
V(Y[t],d=3,D=1) | 12.4131549799778 | Range | 16 | Trim Var. | 6.30197996068843 |
V(Y[t],d=0,D=2) | 23.2261831048209 | Range | 28 | Trim Var. | 11.4554409994913 |
V(Y[t],d=1,D=2) | 5.78895847212969 | Range | 8 | Trim Var. | 2.59230804548446 |
V(Y[t],d=2,D=2) | 11.9915433403806 | Range | 16 | Trim Var. | 6.77194671802279 |
V(Y[t],d=3,D=2) | 37.5503995413337 | Range | 32 | Trim Var. | 22.5824936205566 |