Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 6.80788524590164 | Range | 12.2 | Trim Var. | 3.59304298642534 |
V(Y[t],d=1,D=0) | 2.7575 | Range | 9.7 | Trim Var. | 1.24890635918938 |
V(Y[t],d=2,D=0) | 3.65305669199299 | Range | 10.1 | Trim Var. | 2.09092888243832 |
V(Y[t],d=3,D=0) | 7.80958257713249 | Range | 13.9 | Trim Var. | 3.96387254901961 |
V(Y[t],d=0,D=1) | 2.7575 | Range | 9.7 | Trim Var. | 1.24890635918938 |
V(Y[t],d=1,D=1) | 3.65305669199299 | Range | 10.1 | Trim Var. | 2.09092888243832 |
V(Y[t],d=2,D=1) | 7.80958257713249 | Range | 13.9 | Trim Var. | 3.96387254901961 |
V(Y[t],d=3,D=1) | 20.7499812030075 | Range | 24.4 | Trim Var. | 9.15203137254902 |
V(Y[t],d=0,D=2) | 3.65305669199299 | Range | 10.1 | Trim Var. | 2.09092888243832 |
V(Y[t],d=1,D=2) | 7.80958257713249 | Range | 13.9 | Trim Var. | 3.96387254901961 |
V(Y[t],d=2,D=2) | 20.7499812030075 | Range | 24.4 | Trim Var. | 9.15203137254902 |
V(Y[t],d=3,D=2) | 64.174077922078 | Range | 37.7 | Trim Var. | 32.3865959183674 |