Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 3.33452358926920 | Range | 7.6 | Trim Var. | 2.004 |
V(Y[t],d=1,D=0) | 0.31887922705314 | Range | 2.6 | Trim Var. | 0.168198717948718 |
V(Y[t],d=2,D=0) | 0.475272727272727 | Range | 3 | Trim Var. | 0.270526315789474 |
V(Y[t],d=3,D=0) | 1.44035940803383 | Range | 5.5 | Trim Var. | 0.753890469416785 |
V(Y[t],d=0,D=1) | 11.5786890756303 | Range | 12.2 | Trim Var. | 8.45655913978495 |
V(Y[t],d=1,D=1) | 1.10000891265597 | Range | 4.8 | Trim Var. | 0.558103448275862 |
V(Y[t],d=2,D=1) | 1.41079545454545 | Range | 4.8 | Trim Var. | 0.884581280788177 |
V(Y[t],d=3,D=1) | 4.24435483870968 | Range | 9.1 | Trim Var. | 2.31703703703704 |
V(Y[t],d=0,D=2) | 38.5624110671937 | Range | 17.9 | Trim Var. | 29.9002339181287 |
V(Y[t],d=1,D=2) | 3.78562770562771 | Range | 8.2 | Trim Var. | 1.77529411764706 |
V(Y[t],d=2,D=2) | 4.12533333333333 | Range | 7.7 | Trim Var. | 2.35558823529412 |
V(Y[t],d=3,D=2) | 12.5662105263158 | Range | 13.9 | Trim Var. | 8.2652614379085 |