Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 65.5525611222445 | Range | 36 | Trim Var. | 42.2770978103416 |
V(Y[t],d=1,D=0) | 1.00197181511618 | Range | 2 | Trim Var. | NA |
V(Y[t],d=2,D=0) | 2.06036217303823 | Range | 4 | Trim Var. | 0 |
V(Y[t],d=3,D=0) | 6.29837087038359 | Range | 8 | Trim Var. | 2.66959489447667 |
V(Y[t],d=0,D=1) | 11.6152421988084 | Range | 16 | Trim Var. | 6.30757231825854 |
V(Y[t],d=1,D=1) | 2.12345679012346 | Range | 4 | Trim Var. | 0 |
V(Y[t],d=2,D=1) | 4.52781808154088 | Range | 8 | Trim Var. | 2.42905465551006 |
V(Y[t],d=3,D=1) | 14.1238135809832 | Range | 16 | Trim Var. | 6.5348226902631 |
V(Y[t],d=0,D=2) | 23.3001857585139 | Range | 28 | Trim Var. | 11.5709081226323 |
V(Y[t],d=1,D=2) | 6.38802576060404 | Range | 8 | Trim Var. | 2.83233662607653 |
V(Y[t],d=2,D=2) | 13.6489772615766 | Range | 16 | Trim Var. | 7.31069578333005 |
V(Y[t],d=3,D=2) | 42.677894435088 | Range | 32 | Trim Var. | 22.8842580510465 |