Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.51003278688525 | Range | 7.60000000000001 | Trim Var. | 1.10590711175617 |
V(Y[t],d=1,D=0) | 0.261762711864407 | Range | 2.59999999999999 | Trim Var. | 0.136574746008708 |
V(Y[t],d=2,D=0) | 0.413892460549386 | Range | 3 | Trim Var. | 0.256865021770681 |
V(Y[t],d=3,D=0) | 1.25714458560194 | Range | 5.49999999999999 | Trim Var. | 0.738050527903466 |
V(Y[t],d=0,D=1) | 8.23414965986395 | Range | 12.2000000000000 | Trim Var. | 4.65486157253599 |
V(Y[t],d=1,D=1) | 0.729290780141844 | Range | 3.79999999999999 | Trim Var. | 0.386091753774681 |
V(Y[t],d=2,D=1) | 1.12061054579094 | Range | 4.80000000000003 | Trim Var. | 0.606402439024388 |
V(Y[t],d=3,D=1) | 3.45346859903382 | Range | 9.10000000000004 | Trim Var. | 1.82973717948717 |
V(Y[t],d=0,D=2) | 24.5941591591592 | Range | 17.9000000000000 | Trim Var. | 17.7217234848485 |
V(Y[t],d=1,D=2) | 1.94275396825397 | Range | 5.70000000000002 | Trim Var. | 1.24160282258064 |
V(Y[t],d=2,D=2) | 2.88020168067228 | Range | 7.70000000000006 | Trim Var. | 1.72565591397849 |
V(Y[t],d=3,D=2) | 8.85329768270948 | Range | 13.9000000000001 | Trim Var. | 4.86041379310343 |