Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 27.0951664646465 | Range | 15.8 | Trim Var. | 22.1564062078273 |
V(Y[t],d=1,D=0) | 0.615761733615224 | Range | 2.89 | Trim Var. | 0.414490753911808 |
V(Y[t],d=2,D=0) | 1.32277320044297 | Range | 4.87 | Trim Var. | 0.818287687687694 |
V(Y[t],d=3,D=0) | 4.32558443670152 | Range | 9.05 | Trim Var. | 2.54829111111111 |
V(Y[t],d=0,D=1) | 6.97925643939394 | Range | 9.71 | Trim Var. | 4.62631896551724 |
V(Y[t],d=1,D=1) | 0.97475554435484 | Range | 4.41999999999999 | Trim Var. | 0.538232142857144 |
V(Y[t],d=2,D=1) | 2.00748279569892 | Range | 6.61999999999996 | Trim Var. | 1.01463276353277 |
V(Y[t],d=3,D=1) | 6.69439413793102 | Range | 11.4799999999999 | Trim Var. | 3.58354600000002 |
V(Y[t],d=0,D=2) | 26.4533457142857 | Range | 15.6 | Trim Var. | 18.877775 |
V(Y[t],d=1,D=2) | 2.93171026315789 | Range | 7.46999999999997 | Trim Var. | 1.46088104575164 |
V(Y[t],d=2,D=2) | 6.48906959064325 | Range | 11.4799999999999 | Trim Var. | 3.18164044117648 |
V(Y[t],d=3,D=2) | 22.9927741830064 | Range | 19.6299999999999 | Trim Var. | 12.8213333333333 |