Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 38.3710382513661 | Range | 23 | Trim Var. | 27.9267053701016 |
V(Y[t],d=1,D=0) | 13.2361581920904 | Range | 17 | Trim Var. | 7.38243831640058 |
V(Y[t],d=2,D=0) | 37.2746931618936 | Range | 28 | Trim Var. | 25.0544267053701 |
V(Y[t],d=3,D=0) | 124.024198427102 | Range | 46 | Trim Var. | 88.5682503770739 |
V(Y[t],d=0,D=1) | 13.2361581920904 | Range | 17 | Trim Var. | 7.38243831640058 |
V(Y[t],d=1,D=1) | 37.2746931618936 | Range | 28 | Trim Var. | 25.0544267053701 |
V(Y[t],d=2,D=1) | 124.024198427102 | Range | 46 | Trim Var. | 88.5682503770739 |
V(Y[t],d=3,D=1) | 439.754385964912 | Range | 83 | Trim Var. | 325.694901960784 |
V(Y[t],d=0,D=2) | 37.2746931618936 | Range | 28 | Trim Var. | 25.0544267053701 |
V(Y[t],d=1,D=2) | 124.024198427102 | Range | 46 | Trim Var. | 88.5682503770739 |
V(Y[t],d=2,D=2) | 439.754385964912 | Range | 83 | Trim Var. | 325.694901960784 |
V(Y[t],d=3,D=2) | 1609.00779220779 | Range | 149 | Trim Var. | 1232.45265306122 |