Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.20515194915254 | Range | 3.95 | Trim Var. | 0.91194535290007 |
V(Y[t],d=1,D=0) | 0.0421278784336645 | Range | 0.92 | Trim Var. | 0.0195711901306241 |
V(Y[t],d=2,D=0) | 0.0209967634603750 | Range | 0.77 | Trim Var. | 0.0116544117647059 |
V(Y[t],d=3,D=0) | 0.0503848370927317 | Range | 0.999999999999998 | Trim Var. | 0.0327873725490195 |
V(Y[t],d=0,D=1) | 2.30334144503546 | Range | 5.21 | Trim Var. | 1.52178728222996 |
V(Y[t],d=1,D=1) | 0.0561168362627197 | Range | 1.08 | Trim Var. | 0.0259589102564102 |
V(Y[t],d=2,D=1) | 0.0441414492753623 | Range | 0.840000000000002 | Trim Var. | 0.0276024999999999 |
V(Y[t],d=3,D=1) | 0.121524040404040 | Range | 1.54 | Trim Var. | 0.0711623481781375 |
V(Y[t],d=0,D=2) | 2.63180825396825 | Range | 5.45 | Trim Var. | 2.01605393145161 |
V(Y[t],d=1,D=2) | 0.0753541176470588 | Range | 1.24 | Trim Var. | 0.0386090322580646 |
V(Y[t],d=2,D=2) | 0.12120926916221 | Range | 1.34000000000000 | Trim Var. | 0.0791448275862067 |
V(Y[t],d=3,D=2) | 0.375682007575757 | Range | 2.58000000000000 | Trim Var. | 0.241697536945812 |