Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 33.8971426836158 | Range | 23.13 | Trim Var. | 24.7156176100629 |
V(Y[t],d=1,D=0) | 13.2845791934541 | Range | 17.44 | Trim Var. | 7.6724193759071 |
V(Y[t],d=2,D=0) | 41.7662255595886 | Range | 31.18 | Trim Var. | 23.8467288084464 |
V(Y[t],d=3,D=0) | 141.062470112782 | Range | 56.41 | Trim Var. | 83.5151974117647 |
V(Y[t],d=0,D=1) | 9.29833882978724 | Range | 13.66 | Trim Var. | 3.5232406097561 |
V(Y[t],d=1,D=1) | 5.38616077705829 | Range | 10.4 | Trim Var. | 2.60154890243903 |
V(Y[t],d=2,D=1) | 16.3327377777778 | Range | 19.46 | Trim Var. | 9.0785819871795 |
V(Y[t],d=3,D=1) | 53.8498518181819 | Range | 34.4600000000000 | Trim Var. | 27.7085835357625 |
V(Y[t],d=0,D=2) | 13.9045101587302 | Range | 16.0200000000000 | Trim Var. | 7.43723709677419 |
V(Y[t],d=1,D=2) | 13.5321843697479 | Range | 16.1800000000000 | Trim Var. | 7.92512946236558 |
V(Y[t],d=2,D=2) | 38.9940435828877 | Range | 26.85 | Trim Var. | 22.570971954023 |
V(Y[t],d=3,D=2) | 122.068700189394 | Range | 50.5100000000001 | Trim Var. | 60.533125862069 |