Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.904745762711864 | Range | 4.4 | Trim Var. | 0.60440251572327 |
V(Y[t],d=1,D=0) | 0.175213325540619 | Range | 2.2 | Trim Var. | 0.0904716981132076 |
V(Y[t],d=2,D=0) | 0.191944948578342 | Range | 1.9 | Trim Var. | 0.112337254901961 |
V(Y[t],d=3,D=0) | 0.363671679197995 | Range | 2.80000000000000 | Trim Var. | 0.187083333333333 |
V(Y[t],d=0,D=1) | 0.703257978723404 | Range | 3.5 | Trim Var. | 0.418983739837398 |
V(Y[t],d=1,D=1) | 0.162710453283996 | Range | 1.9 | Trim Var. | 0.0788394062078272 |
V(Y[t],d=2,D=1) | 0.126589371980676 | Range | 1.7 | Trim Var. | 0.0613076923076921 |
V(Y[t],d=3,D=1) | 0.180636363636363 | Range | 2.1 | Trim Var. | 0.0983940620782723 |
V(Y[t],d=0,D=2) | 2.45692063492064 | Range | 5.9 | Trim Var. | 1.76636088709677 |
V(Y[t],d=1,D=2) | 0.575159663865546 | Range | 3.6 | Trim Var. | 0.312559139784946 |
V(Y[t],d=2,D=2) | 0.365926916221034 | Range | 2.7 | Trim Var. | 0.219954022988506 |
V(Y[t],d=3,D=2) | 0.465170454545454 | Range | 3.20000000000000 | Trim Var. | 0.228103448275861 |