Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.55296721311475 | Range | 3.9 | Trim Var. | 1.23386792452830 |
V(Y[t],d=1,D=0) | 0.0523700564971752 | Range | 1.1 | Trim Var. | 0.0257960784313725 |
V(Y[t],d=2,D=0) | 0.0997077732320281 | Range | 1.6 | Trim Var. | 0.0564856711915536 |
V(Y[t],d=3,D=0) | 0.263185117967332 | Range | 2.4 | Trim Var. | 0.175701357466063 |
V(Y[t],d=0,D=1) | 0.535518707482993 | Range | 2.4 | Trim Var. | 0.358635307781649 |
V(Y[t],d=1,D=1) | 0.110638297872340 | Range | 1.7 | Trim Var. | 0.0579558652729385 |
V(Y[t],d=2,D=1) | 0.203580018501388 | Range | 2.2 | Trim Var. | 0.111 |
V(Y[t],d=3,D=1) | 0.504468599033816 | Range | 3 | Trim Var. | 0.329070512820513 |
V(Y[t],d=0,D=2) | 0.550840840840841 | Range | 3.4 | Trim Var. | 0.338977272727273 |
V(Y[t],d=1,D=2) | 0.299206349206349 | Range | 2.6 | Trim Var. | 0.151764112903226 |
V(Y[t],d=2,D=2) | 0.535159663865546 | Range | 3.2 | Trim Var. | 0.302580645161290 |
V(Y[t],d=3,D=2) | 1.36135472370766 | Range | 4.6 | Trim Var. | 0.894298850574713 |