Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 20.2165006779661 | Range | 13.1700000000000 | Trim Var. | 16.7909829839273 |
V(Y[t],d=1,D=0) | 0.155180187025131 | Range | 2.36999999999998 | Trim Var. | 0.0630602322206106 |
V(Y[t],d=2,D=0) | 0.0907361464004827 | Range | 2.29999999999998 | Trim Var. | 0.0223892533936653 |
V(Y[t],d=3,D=0) | 0.223846491228067 | Range | 3.66999999999996 | Trim Var. | 0.0452370196078458 |
V(Y[t],d=0,D=1) | 9.66714184397164 | Range | 8.51000000000002 | Trim Var. | 8.30041533101046 |
V(Y[t],d=1,D=1) | 0.312285013876039 | Range | 3.81999999999996 | Trim Var. | 0.0687304878048785 |
V(Y[t],d=2,D=1) | 0.233400241545885 | Range | 3.02999999999992 | Trim Var. | 0.0573925641025622 |
V(Y[t],d=3,D=1) | 0.653629999999972 | Range | 5.38999999999984 | Trim Var. | 0.121897300944669 |
V(Y[t],d=0,D=2) | 10.1054764285715 | Range | 12.3100000000001 | Trim Var. | 6.53769959677421 |
V(Y[t],d=1,D=2) | 0.938347563025206 | Range | 5.55999999999995 | Trim Var. | 0.330766451612908 |
V(Y[t],d=2,D=2) | 0.687616844919758 | Range | 5.10999999999987 | Trim Var. | 0.230099885057458 |
V(Y[t],d=3,D=2) | 1.94935852272717 | Range | 9.06999999999974 | Trim Var. | 0.451945320197026 |