Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 5.30295628415301 | Range | 10.7 | Trim Var. | 3.21231900452489 |
V(Y[t],d=1,D=0) | 2.41569209039548 | Range | 7.7 | Trim Var. | 1.11157232704402 |
V(Y[t],d=2,D=0) | 2.9856341320865 | Range | 9.1 | Trim Var. | 1.11189668174962 |
V(Y[t],d=3,D=0) | 6.78709316394435 | Range | 12.9 | Trim Var. | 2.42771764705882 |
V(Y[t],d=0,D=1) | 4.99 | Range | 8.7 | Trim Var. | 2.97712070874862 |
V(Y[t],d=1,D=1) | 0.868351063829787 | Range | 4.20000000000000 | Trim Var. | 0.500098722415796 |
V(Y[t],d=2,D=1) | 0.591674375578168 | Range | 3.3 | Trim Var. | 0.335681511470986 |
V(Y[t],d=3,D=1) | 0.997067632850242 | Range | 4.59999999999999 | Trim Var. | 0.485891025641027 |
V(Y[t],d=0,D=2) | 8.13833333333334 | Range | 10.9 | Trim Var. | 5.41740927419355 |
V(Y[t],d=1,D=2) | 2.31314285714286 | Range | 6 | Trim Var. | 1.67410282258065 |
V(Y[t],d=2,D=2) | 1.69339495798319 | Range | 4.8 | Trim Var. | 1.22580645161290 |
V(Y[t],d=3,D=2) | 2.8042513368984 | Range | 7.00000000000001 | Trim Var. | 1.71481609195402 |