Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 11.3617049180328 | Range | 19.8 | Trim Var. | 4.1878544494721 |
V(Y[t],d=1,D=0) | 2.78633898305085 | Range | 7.3 | Trim Var. | 1.80451378809869 |
V(Y[t],d=2,D=0) | 5.0481706604325 | Range | 10 | Trim Var. | 3.49621190130624 |
V(Y[t],d=3,D=0) | 16.8856170598911 | Range | 18.9 | Trim Var. | 10.6451093514329 |
V(Y[t],d=0,D=1) | 23.8352295918367 | Range | 23 | Trim Var. | 14.1481395348837 |
V(Y[t],d=1,D=1) | 6.48063386524823 | Range | 11.2 | Trim Var. | 4.43765969802555 |
V(Y[t],d=2,D=1) | 12.6381498612396 | Range | 16.8 | Trim Var. | 7.8949024390244 |
V(Y[t],d=3,D=1) | 42.3406618357488 | Range | 30.7 | Trim Var. | 25.8234871794872 |
V(Y[t],d=0,D=2) | 71.6046396396397 | Range | 30.9 | Trim Var. | 54.0183522727273 |
V(Y[t],d=1,D=2) | 20.4750714285714 | Range | 17.8 | Trim Var. | 14.0425403225806 |
V(Y[t],d=2,D=2) | 40.5284537815126 | Range | 27.4 | Trim Var. | 23.0491827956989 |
V(Y[t],d=3,D=2) | 139.679679144385 | Range | 52 | Trim Var. | 82.85591954023 |