Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 14.8497803389831 | Range | 13.36 | Trim Var. | 12.2028698812020 |
V(Y[t],d=1,D=0) | 1.18068404441847 | Range | 4.63 | Trim Var. | 0.770460957910014 |
V(Y[t],d=2,D=0) | 3.47502189957652 | Range | 7.6 | Trim Var. | 2.37628518099547 |
V(Y[t],d=3,D=0) | 11.7277788220551 | Range | 14.0200000000000 | Trim Var. | 8.01902501960783 |
V(Y[t],d=0,D=1) | 1.18068404441847 | Range | 4.63 | Trim Var. | 0.770460957910014 |
V(Y[t],d=1,D=1) | 3.47502189957652 | Range | 7.6 | Trim Var. | 2.37628518099547 |
V(Y[t],d=2,D=1) | 11.7277788220551 | Range | 14.0200000000000 | Trim Var. | 8.01902501960783 |
V(Y[t],d=3,D=1) | 40.7467064610388 | Range | 25.6300000000000 | Trim Var. | 29.1429100408163 |
V(Y[t],d=0,D=2) | 3.47502189957652 | Range | 7.6 | Trim Var. | 2.37628518099547 |
V(Y[t],d=1,D=2) | 11.7277788220551 | Range | 14.0200000000000 | Trim Var. | 8.01902501960783 |
V(Y[t],d=2,D=2) | 40.7467064610388 | Range | 25.6300000000000 | Trim Var. | 29.1429100408163 |
V(Y[t],d=3,D=2) | 144.320578787878 | Range | 48.5499999999999 | Trim Var. | 102.481081972789 |