Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.485913536776213 | Range | 3.2 | Trim Var. | 0.302309267793139 |
V(Y[t],d=1,D=0) | 0.128462776659960 | Range | 2.2 | Trim Var. | 0.0411803278688525 |
V(Y[t],d=2,D=0) | 0.166343685300207 | Range | 2.2 | Trim Var. | 0.088841882601798 |
V(Y[t],d=3,D=0) | 0.336807331628304 | Range | 3.1 | Trim Var. | 0.132344262295082 |
V(Y[t],d=0,D=1) | 0.352610169491525 | Range | 2.5 | Trim Var. | 0.235206149545772 |
V(Y[t],d=1,D=1) | 0.116142606662770 | Range | 1.6 | Trim Var. | 0.0627503628447025 |
V(Y[t],d=2,D=1) | 0.10964609800363 | Range | 1.50000000000000 | Trim Var. | 0.0731033182503772 |
V(Y[t],d=3,D=1) | 0.168239348370928 | Range | 2.00000000000000 | Trim Var. | 0.104784313725491 |
V(Y[t],d=0,D=2) | 0.544534574468085 | Range | 3.1 | Trim Var. | 0.325952380952381 |
V(Y[t],d=1,D=2) | 0.252136910268270 | Range | 2.6 | Trim Var. | 0.121890243902439 |
V(Y[t],d=2,D=2) | 0.235289855072464 | Range | 2.00000000000001 | Trim Var. | 0.140923076923077 |
V(Y[t],d=3,D=2) | 0.379070707070707 | Range | 2.9 | Trim Var. | 0.163414304993253 |