Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 5.4539417057903 | Range | 10.1 | Trim Var. | 3.73424603174603 |
V(Y[t],d=1,D=0) | 2.55579879275654 | Range | 8.1 | Trim Var. | 1.52023041474654 |
V(Y[t],d=2,D=0) | 7.18911180124223 | Range | 14.1 | Trim Var. | 4.20804865150714 |
V(Y[t],d=3,D=0) | 22.5055541346973 | Range | 26.2 | Trim Var. | 12.2615027322404 |
V(Y[t],d=0,D=1) | 1.04073446327684 | Range | 4.7 | Trim Var. | 0.673686233403214 |
V(Y[t],d=1,D=1) | 1.54153711279953 | Range | 5.6 | Trim Var. | 0.995033936651583 |
V(Y[t],d=2,D=1) | 4.89062613430127 | Range | 9.9 | Trim Var. | 3.20923076923077 |
V(Y[t],d=3,D=1) | 16.5824060150376 | Range | 17.9 | Trim Var. | 10.8021254901961 |
V(Y[t],d=0,D=2) | 2.60679078014184 | Range | 7.5 | Trim Var. | 1.39454123112660 |
V(Y[t],d=1,D=2) | 3.52043478260869 | Range | 9.2 | Trim Var. | 1.87830487804878 |
V(Y[t],d=2,D=2) | 10.9401932367150 | Range | 15.7 | Trim Var. | 5.88335897435897 |
V(Y[t],d=3,D=2) | 37.9093131313131 | Range | 27.2 | Trim Var. | 21.6835762483131 |