Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 11.5655737704918 | Range | 13 | Trim Var. | 6.22756706753006 |
V(Y[t],d=1,D=0) | 3.75819209039548 | Range | 9 | Trim Var. | 1.63430851063830 |
V(Y[t],d=2,D=0) | 9.76855639976622 | Range | 13 | Trim Var. | 6.1368778280543 |
V(Y[t],d=3,D=0) | 30.9110707803993 | Range | 24 | Trim Var. | 20.1435294117647 |
V(Y[t],d=0,D=1) | 3.75819209039548 | Range | 9 | Trim Var. | 1.63430851063830 |
V(Y[t],d=1,D=1) | 9.76855639976622 | Range | 13 | Trim Var. | 6.1368778280543 |
V(Y[t],d=2,D=1) | 30.9110707803993 | Range | 24 | Trim Var. | 20.1435294117647 |
V(Y[t],d=3,D=1) | 106.492481203008 | Range | 41 | Trim Var. | 69.9455782312925 |
V(Y[t],d=0,D=2) | 9.76855639976622 | Range | 13 | Trim Var. | 6.1368778280543 |
V(Y[t],d=1,D=2) | 30.9110707803993 | Range | 24 | Trim Var. | 20.1435294117647 |
V(Y[t],d=2,D=2) | 106.492481203008 | Range | 41 | Trim Var. | 69.9455782312925 |
V(Y[t],d=3,D=2) | 382.087987012987 | Range | 80 | Trim Var. | 239.669769503546 |