Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 71.1594630326183 | Range | 34.48 | Trim Var. | 47.4215322183099 |
V(Y[t],d=1,D=0) | 16.4070859530262 | Range | 20.26 | Trim Var. | 7.03446054381847 |
V(Y[t],d=2,D=0) | 24.1571758641975 | Range | 25.65 | Trim Var. | 10.2098021532091 |
V(Y[t],d=3,D=0) | 56.7416399367089 | Range | 38.5899999999999 | Trim Var. | 29.0531893583725 |
V(Y[t],d=0,D=1) | 71.2052939235412 | Range | 30.39 | Trim Var. | 52.9861080909572 |
V(Y[t],d=1,D=1) | 2.98346086956521 | Range | 8.19999999999999 | Trim Var. | 1.70875158646218 |
V(Y[t],d=2,D=1) | 5.12832318840578 | Range | 13.1700000000000 | Trim Var. | 2.42999131147541 |
V(Y[t],d=3,D=1) | 16.0388984196663 | Range | 23.5300000000000 | Trim Var. | 7.98212483050847 |
V(Y[t],d=0,D=2) | 107.587938223261 | Range | 37.71 | Trim Var. | 83.1004910014514 |
V(Y[t],d=1,D=2) | 6.85879470659405 | Range | 12.51 | Trim Var. | 4.01185158371040 |
V(Y[t],d=2,D=2) | 14.8001867167919 | Range | 20.0900000000000 | Trim Var. | 8.63277717647057 |
V(Y[t],d=3,D=2) | 47.5405417857142 | Range | 29.3899999999999 | Trim Var. | 28.8853028979591 |