Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.803666559356137 | Range | 3.32 | Trim Var. | 0.59953133640553 |
V(Y[t],d=1,D=0) | 0.0409246376811594 | Range | 1.2 | Trim Var. | 0.0204301427815970 |
V(Y[t],d=2,D=0) | 0.0430249786871269 | Range | 0.979999999999999 | Trim Var. | 0.0236612568306010 |
V(Y[t],d=3,D=0) | 0.119049056189640 | Range | 1.62000000000000 | Trim Var. | 0.0686082203389829 |
V(Y[t],d=0,D=1) | 1.49437510227937 | Range | 4.49 | Trim Var. | 1.04031386066763 |
V(Y[t],d=1,D=1) | 0.0737725347852389 | Range | 1.2 | Trim Var. | 0.0496833710407239 |
V(Y[t],d=2,D=1) | 0.0815622807017543 | Range | 1.44 | Trim Var. | 0.0471763137254901 |
V(Y[t],d=3,D=1) | 0.210976071428571 | Range | 2.65 | Trim Var. | 0.105022204081633 |
V(Y[t],d=0,D=2) | 2.21563024976873 | Range | 5.91 | Trim Var. | 1.32062475609756 |
V(Y[t],d=1,D=2) | 0.178463188405797 | Range | 1.91000000000000 | Trim Var. | 0.100771730769231 |
V(Y[t],d=2,D=2) | 0.198811818181818 | Range | 2.03 | Trim Var. | 0.0939813765182185 |
V(Y[t],d=3,D=2) | 0.495762579281183 | Range | 3.41000000000000 | Trim Var. | 0.239087980085348 |