Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.37412163934426 | Range | 6.94999999999999 | Trim Var. | 1.41697503628447 |
V(Y[t],d=1,D=0) | 1.20549183615819 | Range | 5.25 | Trim Var. | 0.792764640111808 |
V(Y[t],d=2,D=0) | 3.14709076563413 | Range | 7.76 | Trim Var. | 2.10006908563134 |
V(Y[t],d=3,D=0) | 9.69877341197821 | Range | 14.01 | Trim Var. | 6.33308280542985 |
V(Y[t],d=0,D=1) | 5.16194430272109 | Range | 9.8 | Trim Var. | 2.93236932447397 |
V(Y[t],d=1,D=1) | 2.22145088652482 | Range | 6.01999999999998 | Trim Var. | 1.44606858304297 |
V(Y[t],d=2,D=1) | 5.70394014801109 | Range | 9.21000000000002 | Trim Var. | 3.85606548780486 |
V(Y[t],d=3,D=1) | 17.932816231884 | Range | 16.5200000000000 | Trim Var. | 11.5933271794871 |
V(Y[t],d=0,D=2) | 16.6187527027027 | Range | 15.2000000000000 | Trim Var. | 11.6555757575758 |
V(Y[t],d=1,D=2) | 7.00281928571427 | Range | 10.4000000000000 | Trim Var. | 4.74976733870967 |
V(Y[t],d=2,D=2) | 17.6768078991596 | Range | 15.61 | Trim Var. | 12.749004516129 |
V(Y[t],d=3,D=2) | 56.9232104278074 | Range | 29.98 | Trim Var. | 39.5878575862068 |