Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2003.47359039548 | Range | 157.4 | Trim Var. | 1479.86176100629 |
V(Y[t],d=1,D=0) | 3246.49946814728 | Range | 232.7 | Trim Var. | 2239.73164005806 |
V(Y[t],d=2,D=0) | 8114.55755595886 | Range | 343.4 | Trim Var. | 5778.3471907994 |
V(Y[t],d=3,D=0) | 24444.5907017544 | Range | 655.4 | Trim Var. | 16555.5204078431 |
V(Y[t],d=0,D=1) | 61.2379742907802 | Range | 49.3 | Trim Var. | 18.3516666666667 |
V(Y[t],d=1,D=1) | 110.477530064755 | Range | 53.6 | Trim Var. | 53.2422804878049 |
V(Y[t],d=2,D=1) | 333.888275362319 | Range | 88.1 | Trim Var. | 168.659769230769 |
V(Y[t],d=3,D=1) | 1126.17825252525 | Range | 150.2 | Trim Var. | 615.107651821863 |
V(Y[t],d=0,D=2) | 159.993206349206 | Range | 57.4 | Trim Var. | 83.145877016129 |
V(Y[t],d=1,D=2) | 290.424403361345 | Range | 77 | Trim Var. | 160.335397849462 |
V(Y[t],d=2,D=2) | 906.772557932264 | Range | 140.5 | Trim Var. | 536.34616091954 |
V(Y[t],d=3,D=2) | 3168.33905303030 | Range | 236 | Trim Var. | 2033.44635467980 |