Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 91.579781420765 | Range | 56 | Trim Var. | 40.6802413273002 |
V(Y[t],d=1,D=0) | 101.253107344633 | Range | 44 | Trim Var. | 71.0440251572327 |
V(Y[t],d=2,D=0) | 294.954997077732 | Range | 70 | Trim Var. | 203.894775036284 |
V(Y[t],d=3,D=0) | 945.276769509982 | Range | 120 | Trim Var. | 693.430995475113 |
V(Y[t],d=0,D=1) | 91.75 | Range | 44 | Trim Var. | 53.9490586932447 |
V(Y[t],d=1,D=1) | 154.551418439716 | Range | 49 | Trim Var. | 99.2102206736353 |
V(Y[t],d=2,D=1) | 499.244218316374 | Range | 92 | Trim Var. | 340.662195121951 |
V(Y[t],d=3,D=1) | 1764.55265700483 | Range | 175 | Trim Var. | 1183.94615384615 |
V(Y[t],d=0,D=2) | 232.456456456456 | Range | 81 | Trim Var. | 120.335227272727 |
V(Y[t],d=1,D=2) | 492.992857142857 | Range | 92 | Trim Var. | 292.193548387097 |
V(Y[t],d=2,D=2) | 1608.96134453782 | Range | 165 | Trim Var. | 1064.39784946237 |
V(Y[t],d=3,D=2) | 5753.82174688057 | Range | 315 | Trim Var. | 3622.86896551724 |