Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 33.3037066089025 | Range | 20.01 | Trim Var. | 27.0253596649485 |
V(Y[t],d=1,D=0) | 0.939709267912772 | Range | 4.63 | Trim Var. | 0.548160252192983 |
V(Y[t],d=2,D=0) | 2.71674939164168 | Range | 7.6 | Trim Var. | 1.66260194848824 |
V(Y[t],d=3,D=0) | 9.13514645103323 | Range | 14.0200000000000 | Trim Var. | 5.72119918782887 |
V(Y[t],d=0,D=1) | 1.97993404209622 | Range | 7.97999999999999 | Trim Var. | 0.79199294306335 |
V(Y[t],d=1,D=1) | 0.235683585526314 | Range | 2.73999999999997 | Trim Var. | 0.125923296853625 |
V(Y[t],d=2,D=1) | 0.400292116461361 | Range | 3.30999999999995 | Trim Var. | 0.235509299719885 |
V(Y[t],d=3,D=1) | 1.2107505033173 | Range | 6.09999999999995 | Trim Var. | 0.685393961560518 |
V(Y[t],d=0,D=2) | 5.6028637815126 | Range | 12.73 | Trim Var. | 1.85651754954955 |
V(Y[t],d=1,D=2) | 0.698713023522658 | Range | 4.87999999999995 | Trim Var. | 0.335474639022585 |
V(Y[t],d=2,D=2) | 1.15864440199822 | Range | 5.11999999999998 | Trim Var. | 0.682092275494668 |
V(Y[t],d=3,D=2) | 3.43629870520923 | Range | 9.62999999999997 | Trim Var. | 1.9547209507042 |