Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 13.1241338813858 | Range | 18 | Trim Var. | 6.10876330876331 |
V(Y[t],d=1,D=0) | 3.27036374478235 | Range | 9 | Trim Var. | 1.48381793007961 |
V(Y[t],d=2,D=0) | 8.5858769379845 | Range | 15 | Trim Var. | 4.16372447213569 |
V(Y[t],d=3,D=0) | 27.6756274606299 | Range | 25 | Trim Var. | 17.7162707654091 |
V(Y[t],d=0,D=1) | 14.0582538099986 | Range | 18 | Trim Var. | 8.93546111796861 |
V(Y[t],d=1,D=1) | 6.595683036361 | Range | 13 | Trim Var. | 4.1613144137416 |
V(Y[t],d=2,D=1) | 16.9913056292367 | Range | 19 | Trim Var. | 8.81715110286539 |
V(Y[t],d=3,D=1) | 55.6254122938531 | Range | 33 | Trim Var. | 33.7883114410813 |
V(Y[t],d=0,D=2) | 37.2255334156233 | Range | 26 | Trim Var. | 22.9636141636142 |
V(Y[t],d=1,D=2) | 17.8380053908356 | Range | 21 | Trim Var. | 9.49059829059829 |
V(Y[t],d=2,D=2) | 45.3172161172161 | Range | 33 | Trim Var. | 24.2508114856429 |
V(Y[t],d=3,D=2) | 150.125373412995 | Range | 62 | Trim Var. | 89.93215480172 |