Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 6.43473446327684 | Range | 12.2 | Trim Var. | 3.59304298642534 |
V(Y[t],d=1,D=0) | 2.8047691408533 | Range | 9.7 | Trim Var. | 1.27162554426705 |
V(Y[t],d=2,D=0) | 3.64527525710829 | Range | 10.1 | Trim Var. | 2.05243966817496 |
V(Y[t],d=3,D=0) | 7.85915413533835 | Range | 13.9 | Trim Var. | 3.96360784313726 |
V(Y[t],d=0,D=1) | 7.29019503546099 | Range | 12.1 | Trim Var. | 3.62869337979094 |
V(Y[t],d=1,D=1) | 1.82124884366327 | Range | 7 | Trim Var. | 0.95040243902439 |
V(Y[t],d=2,D=1) | 1.37010628019324 | Range | 5.2 | Trim Var. | 0.787153846153847 |
V(Y[t],d=3,D=1) | 1.87481818181818 | Range | 6.6 | Trim Var. | 0.976207827260463 |
V(Y[t],d=0,D=2) | 19.7428253968254 | Range | 18.2 | Trim Var. | 11.5538608870968 |
V(Y[t],d=1,D=2) | 6.37327731092437 | Range | 12.2 | Trim Var. | 3.73425806451613 |
V(Y[t],d=2,D=2) | 4.19789661319073 | Range | 7.6 | Trim Var. | 2.93085057471265 |
V(Y[t],d=3,D=2) | 5.63484848484849 | Range | 10 | Trim Var. | 3.19027093596061 |