Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 51.5885245901639 | Range | 27 | Trim Var. | 27.3163265306122 |
V(Y[t],d=1,D=0) | 11.0067796610169 | Range | 16 | Trim Var. | 6.32040531097135 |
V(Y[t],d=2,D=0) | 25.2068965517241 | Range | 26 | Trim Var. | 13.2533936651584 |
V(Y[t],d=3,D=0) | 77.6639443436177 | Range | 45 | Trim Var. | 39.0925490196078 |
V(Y[t],d=0,D=1) | 11.0067796610169 | Range | 16 | Trim Var. | 6.32040531097135 |
V(Y[t],d=1,D=1) | 25.2068965517241 | Range | 26 | Trim Var. | 13.2533936651584 |
V(Y[t],d=2,D=1) | 77.6639443436177 | Range | 45 | Trim Var. | 39.0925490196078 |
V(Y[t],d=3,D=1) | 262.337092731830 | Range | 75 | Trim Var. | 143.617959183673 |
V(Y[t],d=0,D=2) | 25.2068965517241 | Range | 26 | Trim Var. | 13.2533936651584 |
V(Y[t],d=1,D=2) | 77.6639443436177 | Range | 45 | Trim Var. | 39.0925490196078 |
V(Y[t],d=2,D=2) | 262.337092731830 | Range | 75 | Trim Var. | 143.617959183673 |
V(Y[t],d=3,D=2) | 924.100974025974 | Range | 139 | Trim Var. | 539.41387755102 |