Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 14.4128244067797 | Range | 13.36 | Trim Var. | 11.7935320754717 |
V(Y[t],d=1,D=0) | 1.17459053185272 | Range | 4.63 | Trim Var. | 0.764072714078374 |
V(Y[t],d=2,D=0) | 3.46253723532969 | Range | 7.6 | Trim Var. | 2.36824162895928 |
V(Y[t],d=3,D=0) | 11.5533459273183 | Range | 14.0200000000000 | Trim Var. | 7.82491349019606 |
V(Y[t],d=0,D=1) | 3.57862548758865 | Range | 7.97999999999999 | Trim Var. | 2.13078170731707 |
V(Y[t],d=1,D=1) | 0.344572247918592 | Range | 2.73999999999997 | Trim Var. | 0.173883048780488 |
V(Y[t],d=2,D=1) | 0.524199855072455 | Range | 3.30999999999995 | Trim Var. | 0.280466089743585 |
V(Y[t],d=3,D=1) | 1.62752646464643 | Range | 6.09999999999995 | Trim Var. | 0.842544939271232 |
V(Y[t],d=0,D=2) | 12.3195987301587 | Range | 12.73 | Trim Var. | 8.97769516129033 |
V(Y[t],d=1,D=2) | 1.14247932773108 | Range | 4.87999999999995 | Trim Var. | 0.654398279569893 |
V(Y[t],d=2,D=2) | 1.45331524064168 | Range | 5.11999999999998 | Trim Var. | 0.865342988505733 |
V(Y[t],d=3,D=2) | 4.37590643939384 | Range | 9.62999999999997 | Trim Var. | 2.25406674876840 |