Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 27.0951664646465 | Range | 15.8 | Trim Var. | 22.1564062078273 |
V(Y[t],d=1,D=0) | 0.615761733615224 | Range | 2.89 | Trim Var. | 0.414490753911808 |
V(Y[t],d=2,D=0) | 1.32277320044297 | Range | 4.87 | Trim Var. | 0.818287687687694 |
V(Y[t],d=3,D=0) | 4.32558443670152 | Range | 9.05 | Trim Var. | 2.54829111111111 |
V(Y[t],d=0,D=1) | 0.615761733615224 | Range | 2.89 | Trim Var. | 0.414490753911808 |
V(Y[t],d=1,D=1) | 1.32277320044297 | Range | 4.87 | Trim Var. | 0.818287687687694 |
V(Y[t],d=2,D=1) | 4.32558443670152 | Range | 9.05 | Trim Var. | 2.54829111111111 |
V(Y[t],d=3,D=1) | 14.9621345121951 | Range | 16.21 | Trim Var. | 8.3643381512605 |
V(Y[t],d=0,D=2) | 1.32277320044297 | Range | 4.87 | Trim Var. | 0.818287687687694 |
V(Y[t],d=1,D=2) | 4.32558443670152 | Range | 9.05 | Trim Var. | 2.54829111111111 |
V(Y[t],d=2,D=2) | 14.9621345121951 | Range | 16.21 | Trim Var. | 8.3643381512605 |
V(Y[t],d=3,D=2) | 53.282439423077 | Range | 30.41 | Trim Var. | 35.7841 |