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) | 14.6530612244898 | Range | 18 | Trim Var. | 5.3015873015873 |
V(Y[t],d=1,D=1) | 7.37189716312057 | Range | 12 | Trim Var. | 3.39758179231863 |
V(Y[t],d=2,D=1) | 20.0795559666975 | Range | 19 | Trim Var. | 9.778677462888 |
V(Y[t],d=3,D=1) | 66.6415458937198 | Range | 33 | Trim Var. | 41.199358974359 |
V(Y[t],d=0,D=2) | 42.3543543543544 | Range | 26 | Trim Var. | 24.7701612903226 |
V(Y[t],d=1,D=2) | 20.6634920634921 | Range | 19 | Trim Var. | 12.1360887096774 |
V(Y[t],d=2,D=2) | 56.3058823529412 | Range | 33 | Trim Var. | 31.3182795698925 |
V(Y[t],d=3,D=2) | 188.370766488414 | Range | 62 | Trim Var. | 97.4950738916256 |