Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 136.870627853881 | Range | 54.6 | Trim Var. | 76.2638461538461 |
V(Y[t],d=1,D=0) | 15.6035915492958 | Range | 20.4 | Trim Var. | 9.10761904761905 |
V(Y[t],d=2,D=0) | 24.2944909456740 | Range | 20.6 | Trim Var. | 16.6329032258065 |
V(Y[t],d=3,D=0) | 68.4744844720497 | Range | 36.9 | Trim Var. | 45.4133474352195 |
V(Y[t],d=0,D=1) | 418.836765027322 | Range | 89.9 | Trim Var. | 214.409651669086 |
V(Y[t],d=1,D=1) | 44.225988700565 | Range | 29.9 | Trim Var. | 29.1935290006988 |
V(Y[t],d=2,D=1) | 76.5898655756867 | Range | 34.9 | Trim Var. | 53.3168867924528 |
V(Y[t],d=3,D=1) | 222.017123411978 | Range | 60.7 | Trim Var. | 158.493710407240 |
V(Y[t],d=0,D=2) | 1146.48539965986 | Range | 137.7 | Trim Var. | 683.384263565892 |
V(Y[t],d=1,D=2) | 131.681591312057 | Range | 44.8 | Trim Var. | 84.3723344947735 |
V(Y[t],d=2,D=2) | 246.659768732655 | Range | 68 | Trim Var. | 156.261097560976 |
V(Y[t],d=3,D=2) | 732.622690821256 | Range | 109.7 | Trim Var. | 503.482333333333 |