Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.267230395480226 | Range | 1.5 | Trim Var. | 0.227042307692308 |
V(Y[t],d=1,D=0) | 0.00150455873758036 | Range | 0.169999999999999 | Trim Var. | 0.000931182795698927 |
V(Y[t],d=2,D=0) | 0.00217543859649123 | Range | 0.270000000000000 | Trim Var. | 0.000728318250377078 |
V(Y[t],d=3,D=0) | 0.00563458646616543 | Range | 0.4 | Trim Var. | 0.00251035294117648 |
V(Y[t],d=0,D=1) | 0.0159913120567376 | Range | 0.46 | Trim Var. | 0.011051393728223 |
V(Y[t],d=1,D=1) | 0.0027867715078631 | Range | 0.270000000000000 | Trim Var. | 0.000977804878048786 |
V(Y[t],d=2,D=1) | 0.00426884057971017 | Range | 0.33 | Trim Var. | 0.00140904183535764 |
V(Y[t],d=3,D=1) | 0.0114936363636364 | Range | 0.540000000000002 | Trim Var. | 0.00494655870445349 |
V(Y[t],d=0,D=2) | 0.0280199206349207 | Range | 0.640000000000001 | Trim Var. | 0.0182966733870968 |
V(Y[t],d=1,D=2) | 0.00743983193277315 | Range | 0.41 | Trim Var. | 0.00339591397849467 |
V(Y[t],d=2,D=2) | 0.0127113190730839 | Range | 0.560000000000001 | Trim Var. | 0.00489988505747135 |
V(Y[t],d=3,D=2) | 0.0359558712121216 | Range | 0.96 | Trim Var. | 0.0156027093596062 |