Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.45440213879781 | Range | 3.952 | Trim Var. | 1.07555419375907 |
V(Y[t],d=1,D=0) | 0.0414556327683616 | Range | 0.911 | Trim Var. | 0.0193115754716981 |
V(Y[t],d=2,D=0) | 0.0207919433080070 | Range | 0.787 | Trim Var. | 0.0113122656023222 |
V(Y[t],d=3,D=0) | 0.0518302093163945 | Range | 1.00800000000000 | Trim Var. | 0.0341975184766215 |
V(Y[t],d=0,D=1) | 2.90868095833333 | Range | 5.21 | Trim Var. | 2.20269867331118 |
V(Y[t],d=1,D=1) | 0.0723800638297872 | Range | 1.483 | Trim Var. | 0.0293657700348432 |
V(Y[t],d=2,D=1) | 0.0473797742830713 | Range | 0.85 | Trim Var. | 0.0305226719512196 |
V(Y[t],d=3,D=1) | 0.119036688405797 | Range | 1.55000000000000 | Trim Var. | 0.068900458974359 |
V(Y[t],d=0,D=2) | 2.74801382432432 | Range | 5.445 | Trim Var. | 2.19596725757576 |
V(Y[t],d=1,D=2) | 0.159753244444445 | Range | 2.314 | Trim Var. | 0.0435905 |
V(Y[t],d=2,D=2) | 0.140754526050420 | Range | 1.506 | Trim Var. | 0.09309951827957 |
V(Y[t],d=3,D=2) | 0.364808360071302 | Range | 2.58500000000001 | Trim Var. | 0.233491885057472 |