Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.416605783866058 | Range | 2.4 | Trim Var. | 0.289719742063492 |
V(Y[t],d=1,D=0) | 0.119710485133020 | Range | 1.9 | Trim Var. | 0.0534920634920635 |
V(Y[t],d=2,D=0) | 0.136849094567404 | Range | 1.9 | Trim Var. | 0.0827393753200205 |
V(Y[t],d=3,D=0) | 0.270592132505176 | Range | 3 | Trim Var. | 0.112662612374405 |
V(Y[t],d=0,D=1) | 0.515333333333333 | Range | 2.9 | Trim Var. | 0.299782293178520 |
V(Y[t],d=1,D=1) | 0.133838983050847 | Range | 1.6 | Trim Var. | 0.0808272859216255 |
V(Y[t],d=2,D=1) | 0.124073641145529 | Range | 1.6 | Trim Var. | 0.084445701357466 |
V(Y[t],d=3,D=1) | 0.21719298245614 | Range | 2.20000000000000 | Trim Var. | 0.123001508295626 |
V(Y[t],d=0,D=2) | 1.01670918367347 | Range | 4.5 | Trim Var. | 0.559202657807309 |
V(Y[t],d=1,D=2) | 0.246484929078014 | Range | 2.8 | Trim Var. | 0.096335656213705 |
V(Y[t],d=2,D=2) | 0.259491211840888 | Range | 2.2 | Trim Var. | 0.146000000000000 |
V(Y[t],d=3,D=2) | 0.545719806763283 | Range | 3.49999999999999 | Trim Var. | 0.262506410256410 |