Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.72572131147541 | Range | 3.3 | Trim Var. | 0.473861236802413 |
V(Y[t],d=1,D=0) | 0.118711864406780 | Range | 2.2 | Trim Var. | 0.0419117647058823 |
V(Y[t],d=2,D=0) | 0.152711864406780 | Range | 2.1 | Trim Var. | 0.0774170437405733 |
V(Y[t],d=3,D=0) | 0.340172413793104 | Range | 3.1 | Trim Var. | 0.156117647058824 |
V(Y[t],d=0,D=1) | 0.267108843537415 | Range | 1.90000000000000 | Trim Var. | 0.169547038327526 |
V(Y[t],d=1,D=1) | 0.0958466312056739 | Range | 1.4 | Trim Var. | 0.0532868757259002 |
V(Y[t],d=2,D=1) | 0.100000000000000 | Range | 1.30000000000000 | Trim Var. | 0.0605000000000002 |
V(Y[t],d=3,D=1) | 0.175772946859904 | Range | 2.00000000000000 | Trim Var. | 0.0886923076923082 |
V(Y[t],d=0,D=2) | 0.407582582582583 | Range | 2.8 | Trim Var. | 0.227973484848485 |
V(Y[t],d=1,D=2) | 0.265714285714286 | Range | 2.6 | Trim Var. | 0.137258064516129 |
V(Y[t],d=2,D=2) | 0.271176470588236 | Range | 2.00000000000001 | Trim Var. | 0.192322580645161 |
V(Y[t],d=3,D=2) | 0.499688057041 | Range | 3.00000000000001 | Trim Var. | 0.304091954022989 |