Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 74.7879596327684 | Range | 40.36 | Trim Var. | 47.8662077218728 |
V(Y[t],d=1,D=0) | 29.2433954997078 | Range | 24.76 | Trim Var. | 18.8898529753266 |
V(Y[t],d=2,D=0) | 39.334763369631 | Range | 32.2400000000000 | Trim Var. | 21.2194161387632 |
V(Y[t],d=3,D=0) | 97.256421491228 | Range | 48.3100000000001 | Trim Var. | 61.0154345882353 |
V(Y[t],d=0,D=1) | 127.337704787234 | Range | 43.71 | Trim Var. | 82.2834832171893 |
V(Y[t],d=1,D=1) | 23.9183617946346 | Range | 24.98 | Trim Var. | 11.9228625609756 |
V(Y[t],d=2,D=1) | 22.8143270048310 | Range | 22.2900000000001 | Trim Var. | 12.1103840384615 |
V(Y[t],d=3,D=1) | 49.2887234343436 | Range | 38.7400000000002 | Trim Var. | 17.2832879892037 |
V(Y[t],d=0,D=2) | 361.135861825397 | Range | 70.57 | Trim Var. | 240.459613608871 |
V(Y[t],d=1,D=2) | 63.89016 | Range | 40.86 | Trim Var. | 32.1860359139785 |
V(Y[t],d=2,D=2) | 64.233681996435 | Range | 38.7400000000002 | Trim Var. | 32.6168478160920 |
V(Y[t],d=3,D=2) | 151.511407007576 | Range | 66.5600000000002 | Trim Var. | 62.8847827586202 |