Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 7.12879756468798 | Range | 12.4 | Trim Var. | 4.46300595238095 |
V(Y[t],d=1,D=0) | 3.32950704225352 | Range | 8.1 | Trim Var. | 2.14633384536610 |
V(Y[t],d=2,D=0) | 9.19192354124748 | Range | 14.1 | Trim Var. | 6.13626728110599 |
V(Y[t],d=3,D=0) | 28.5535320910973 | Range | 26.2 | Trim Var. | 18.1450555261766 |
V(Y[t],d=0,D=1) | 6.07221857923497 | Range | 12.4 | Trim Var. | 2.39651669085631 |
V(Y[t],d=1,D=1) | 2.66931073446328 | Range | 7.1 | Trim Var. | 1.88275331935709 |
V(Y[t],d=2,D=1) | 7.98222092343658 | Range | 13.1 | Trim Var. | 5.44316400580551 |
V(Y[t],d=3,D=1) | 26.7071899576527 | Range | 24.8 | Trim Var. | 16.9530352941176 |
V(Y[t],d=0,D=2) | 12.5704081632653 | Range | 16.8 | Trim Var. | 5.9668992248062 |
V(Y[t],d=1,D=2) | 6.08367021276596 | Range | 11.6 | Trim Var. | 3.11121951219512 |
V(Y[t],d=2,D=2) | 18.4301757631822 | Range | 19.5 | Trim Var. | 10.554 |
V(Y[t],d=3,D=2) | 61.3563671497584 | Range | 38.8 | Trim Var. | 34.8099423076923 |