Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 9.3569416498994 | Range | 13 | Trim Var. | 5.22021116138763 |
V(Y[t],d=1,D=0) | 3.20414078674948 | Range | 9 | Trim Var. | 1.47808299240210 |
V(Y[t],d=2,D=0) | 8.34953111679454 | Range | 13 | Trim Var. | 4.55698421975453 |
V(Y[t],d=3,D=0) | 26.2183933274802 | Range | 24 | Trim Var. | 14.4984875983061 |
V(Y[t],d=0,D=1) | 12.9608416130918 | Range | 17 | Trim Var. | 6.16921768707483 |
V(Y[t],d=1,D=1) | 5.09770114942529 | Range | 9 | Trim Var. | 2.12181616832780 |
V(Y[t],d=2,D=1) | 13.4104010025063 | Range | 16 | Trim Var. | 8.24 |
V(Y[t],d=3,D=1) | 42.2464285714286 | Range | 30 | Trim Var. | 20.8920068027211 |
V(Y[t],d=0,D=2) | 20.6660499537465 | Range | 17 | Trim Var. | 11.2830725462304 |
V(Y[t],d=1,D=2) | 9.36038647342995 | Range | 13 | Trim Var. | 5.53589743589744 |
V(Y[t],d=2,D=2) | 22.3131313131313 | Range | 21 | Trim Var. | 11.7048364153627 |
V(Y[t],d=3,D=2) | 72.2764270613108 | Range | 41 | Trim Var. | 37.0561877667141 |