Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.44771353107345 | Range | 4.79 | Trim Var. | 0.929283018867925 |
V(Y[t],d=1,D=0) | 0.209545996493279 | Range | 2.64 | Trim Var. | 0.110933182503771 |
V(Y[t],d=2,D=0) | 0.313190199637024 | Range | 2.44 | Trim Var. | 0.206448567119155 |
V(Y[t],d=3,D=0) | 0.850646804511278 | Range | 4.49 | Trim Var. | 0.519413176470588 |
V(Y[t],d=0,D=1) | 2.83212442375887 | Range | 6.48 | Trim Var. | 1.77855708478513 |
V(Y[t],d=1,D=1) | 0.535468085106383 | Range | 3.84 | Trim Var. | 0.283535487804878 |
V(Y[t],d=2,D=1) | 0.80379690821256 | Range | 3.73 | Trim Var. | 0.47606608974359 |
V(Y[t],d=3,D=1) | 2.11208313131313 | Range | 6.47 | Trim Var. | 1.30865519568151 |
V(Y[t],d=0,D=2) | 5.77364444444444 | Range | 8.41 | Trim Var. | 4.36141572580645 |
V(Y[t],d=1,D=2) | 1.41210705882353 | Range | 4.99 | Trim Var. | 0.859393978494624 |
V(Y[t],d=2,D=2) | 2.26163707664884 | Range | 6.32 | Trim Var. | 1.30683 |
V(Y[t],d=3,D=2) | 5.86991837121212 | Range | 9.49 | Trim Var. | 3.95093990147783 |