Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 57.3733293989071 | Range | 34.41 | Trim Var. | 31.6794566938776 |
V(Y[t],d=1,D=0) | 12.7493094632768 | Range | 19.37 | Trim Var. | 5.97119811320755 |
V(Y[t],d=2,D=0) | 17.0734233196961 | Range | 20.4300000000000 | Trim Var. | 10.5684460087083 |
V(Y[t],d=3,D=0) | 34.6551466727162 | Range | 30.14 | Trim Var. | 16.6202079562594 |
V(Y[t],d=0,D=1) | 55.4059683673469 | Range | 31.19 | Trim Var. | 31.8802156213705 |
V(Y[t],d=1,D=1) | 11.6134797429078 | Range | 16.14 | Trim Var. | 4.98646457607433 |
V(Y[t],d=2,D=1) | 10.9655869565217 | Range | 15.08 | Trim Var. | 6.30427451219511 |
V(Y[t],d=3,D=1) | 17.4634542995169 | Range | 18.31 | Trim Var. | 9.82806256410248 |
V(Y[t],d=0,D=2) | 136.684535285285 | Range | 43 | Trim Var. | 90.4677954545454 |
V(Y[t],d=1,D=2) | 31.0516228571428 | Range | 26.8900000000000 | Trim Var. | 15.4487982862903 |
V(Y[t],d=2,D=2) | 27.1822163025209 | Range | 22.6000000000000 | Trim Var. | 15.2972462365591 |
V(Y[t],d=3,D=2) | 44.9155016042779 | Range | 27.9199999999999 | Trim Var. | 26.1299889655171 |