Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 26.7968150786309 | Range | 15.8 | Trim Var. | 21.99983 |
V(Y[t],d=1,D=0) | 0.589079855072466 | Range | 2.89 | Trim Var. | 0.393953782051283 |
V(Y[t],d=2,D=0) | 1.27641797979798 | Range | 4.87 | Trim Var. | 0.789924291497982 |
V(Y[t],d=3,D=0) | 4.14544820295984 | Range | 9.05 | Trim Var. | 2.43540825035562 |
V(Y[t],d=0,D=1) | 8.0228549579832 | Range | 9.71 | Trim Var. | 5.98070580645162 |
V(Y[t],d=1,D=1) | 0.931974064171124 | Range | 4.41999999999999 | Trim Var. | 0.520141264367817 |
V(Y[t],d=2,D=1) | 1.89418011363636 | Range | 6.61999999999996 | Trim Var. | 0.954716995073902 |
V(Y[t],d=3,D=1) | 6.29499999999999 | Range | 11.4799999999999 | Trim Var. | 3.35820158730161 |
V(Y[t],d=0,D=2) | 26.6136146245059 | Range | 15.6 | Trim Var. | 20.0689397660819 |
V(Y[t],d=1,D=2) | 3.06299567099567 | Range | 7.46999999999997 | Trim Var. | 1.29906437908497 |
V(Y[t],d=2,D=2) | 5.93854333333331 | Range | 11.4799999999999 | Trim Var. | 2.38074852941178 |
V(Y[t],d=3,D=2) | 20.6499168421052 | Range | 19.6299999999999 | Trim Var. | 11.3645388888889 |