Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 43.3323700564972 | Range | 24.5 | Trim Var. | 29.7029629629630 |
V(Y[t],d=1,D=0) | 2.84691408533022 | Range | 7.3 | Trim Var. | 1.9949854862119 |
V(Y[t],d=2,D=0) | 5.15506654567453 | Range | 10 | Trim Var. | 3.57817119155354 |
V(Y[t],d=3,D=0) | 17.3162280701754 | Range | 18.9 | Trim Var. | 11.0027372549020 |
V(Y[t],d=0,D=1) | 2.84691408533022 | Range | 7.3 | Trim Var. | 1.9949854862119 |
V(Y[t],d=1,D=1) | 5.15506654567453 | Range | 10 | Trim Var. | 3.57817119155354 |
V(Y[t],d=2,D=1) | 17.3162280701754 | Range | 18.9 | Trim Var. | 11.0027372549020 |
V(Y[t],d=3,D=1) | 63.941788961039 | Range | 37.7 | Trim Var. | 38.5425673469388 |
V(Y[t],d=0,D=2) | 5.15506654567453 | Range | 10 | Trim Var. | 3.57817119155354 |
V(Y[t],d=1,D=2) | 17.3162280701754 | Range | 18.9 | Trim Var. | 11.0027372549020 |
V(Y[t],d=2,D=2) | 63.941788961039 | Range | 37.7 | Trim Var. | 38.5425673469388 |
V(Y[t],d=3,D=2) | 243.00432996633 | Range | 72.8 | Trim Var. | 142.134387755102 |