Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.89428279661017 | Range | 3.05 | Trim Var. | 0.735021383647799 |
V(Y[t],d=1,D=0) | 0.0313527177089421 | Range | 0.96 | Trim Var. | 0.0110783018867925 |
V(Y[t],d=2,D=0) | 0.0131683000604960 | Range | 0.849999999999998 | Trim Var. | 0.00351779788838611 |
V(Y[t],d=3,D=0) | 0.0237177318295738 | Range | 0.939999999999999 | Trim Var. | 0.00902925490196073 |
V(Y[t],d=0,D=1) | 1.23766365248227 | Range | 4.17 | Trim Var. | 0.716457665505226 |
V(Y[t],d=1,D=1) | 0.0461704902867715 | Range | 1.06 | Trim Var. | 0.021170243902439 |
V(Y[t],d=2,D=1) | 0.0194838647342995 | Range | 0.869999999999998 | Trim Var. | 0.00609737179487179 |
V(Y[t],d=3,D=1) | 0.0384646464646463 | Range | 1.07000000000000 | Trim Var. | 0.017825641025641 |
V(Y[t],d=0,D=2) | 1.90414571428571 | Range | 5.55 | Trim Var. | 1.19975554435484 |
V(Y[t],d=1,D=2) | 0.0458714285714286 | Range | 1 | Trim Var. | 0.026794623655914 |
V(Y[t],d=2,D=2) | 0.0383230837789660 | Range | 0.799999999999998 | Trim Var. | 0.0236355172413793 |
V(Y[t],d=3,D=2) | 0.09263428030303 | Range | 1.19000000000000 | Trim Var. | 0.0631615763546797 |