Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 61.5677913931174 | Range | 26.22 | Trim Var. | 48.9561070187534 |
V(Y[t],d=1,D=0) | 0.064901234027017 | Range | 1.55999999999999 | Trim Var. | 0.0350605396212539 |
V(Y[t],d=2,D=0) | 0.111758558758315 | Range | 2.11 | Trim Var. | 0.0570987233249463 |
V(Y[t],d=3,D=0) | 0.312347104593745 | Range | 3.10000000000001 | Trim Var. | 0.141523703353803 |
V(Y[t],d=0,D=1) | 0.33619373447205 | Range | 3.8 | Trim Var. | 0.148229045602285 |
V(Y[t],d=1,D=1) | 0.0826309709119494 | Range | 1.68000000000002 | Trim Var. | 0.0508963820901319 |
V(Y[t],d=2,D=1) | 0.119238189634582 | Range | 1.89 | Trim Var. | 0.0732370826356738 |
V(Y[t],d=3,D=1) | 0.348855377731192 | Range | 3.05999999999997 | Trim Var. | 0.222624278293874 |
V(Y[t],d=0,D=2) | 0.769854310850439 | Range | 6 | Trim Var. | 0.372599353560627 |
V(Y[t],d=1,D=2) | 0.28492637297343 | Range | 2.89000000000003 | Trim Var. | 0.188990711943297 |
V(Y[t],d=2,D=2) | 0.423779566563464 | Range | 3.36999999999998 | Trim Var. | 0.258484478316872 |
V(Y[t],d=3,D=2) | 1.26313912513070 | Range | 5.45999999999997 | Trim Var. | 0.822924771241823 |