Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 3.74931920903955 | Range | 9.4 | Trim Var. | 2.37684136967156 |
V(Y[t],d=1,D=0) | 3.60185271770894 | Range | 8.5 | Trim Var. | 2.32102322206096 |
V(Y[t],d=2,D=0) | 9.71900786448881 | Range | 15.2 | Trim Var. | 5.98407239819005 |
V(Y[t],d=3,D=0) | 29.6387280701755 | Range | 25.5 | Trim Var. | 18.0341960784314 |
V(Y[t],d=0,D=1) | 0.708297872340425 | Range | 3.1 | Trim Var. | 0.495447154471545 |
V(Y[t],d=1,D=1) | 1.18716003700277 | Range | 5.4 | Trim Var. | 0.634455128205128 |
V(Y[t],d=2,D=1) | 3.7512077294686 | Range | 9.2 | Trim Var. | 2.03353205128205 |
V(Y[t],d=3,D=1) | 13.0074949494949 | Range | 18 | Trim Var. | 6.9825641025641 |
V(Y[t],d=0,D=2) | 1.51701587301587 | Range | 4.60000000000000 | Trim Var. | 1.04474798387097 |
V(Y[t],d=1,D=2) | 2.35063865546218 | Range | 6.7 | Trim Var. | 1.40279569892473 |
V(Y[t],d=2,D=2) | 7.27522281639928 | Range | 11.9 | Trim Var. | 4.52355172413793 |
V(Y[t],d=3,D=2) | 25.2697916666667 | Range | 20.1 | Trim Var. | 16.8540394088670 |