Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 47.6833333333333 | Range | 33 | Trim Var. | 23.7390062821245 |
V(Y[t],d=1,D=0) | 13.8140056022409 | Range | 18 | Trim Var. | 8.17271062271062 |
V(Y[t],d=2,D=0) | 38.8558609884632 | Range | 31 | Trim Var. | 24.9226415094340 |
V(Y[t],d=3,D=0) | 130.837317108504 | Range | 58 | Trim Var. | 82.2320578716924 |
V(Y[t],d=0,D=1) | 28.6257220523276 | Range | 21 | Trim Var. | 19.3970884658455 |
V(Y[t],d=1,D=1) | 22.1172551055729 | Range | 22 | Trim Var. | 13.7788377192982 |
V(Y[t],d=2,D=1) | 63.606065949568 | Range | 37 | Trim Var. | 38.9283325370282 |
V(Y[t],d=3,D=1) | 216.756154537287 | Range | 68 | Trim Var. | 139.849462365591 |
V(Y[t],d=0,D=2) | 74.3286082474227 | Range | 33 | Trim Var. | 55.1180574555404 |
V(Y[t],d=1,D=2) | 56.6604166666667 | Range | 32 | Trim Var. | 37.1388508891929 |
V(Y[t],d=2,D=2) | 148.989249720045 | Range | 50 | Trim Var. | 102.271231266530 |
V(Y[t],d=3,D=2) | 477.520590253946 | Range | 91 | Trim Var. | 342.607429718875 |