Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.376981438829427 | Range | 2.7 | Trim Var. | 0.202569960022844 |
V(Y[t],d=1,D=0) | 0.0597162534435262 | Range | 1.8 | Trim Var. | 0.0201007838745801 |
V(Y[t],d=2,D=0) | 0.113106442577031 | Range | 2.6 | Trim Var. | 0.0417820512820513 |
V(Y[t],d=3,D=0) | 0.348044438114229 | Range | 4.3 | Trim Var. | 0.142799640610961 |
V(Y[t],d=0,D=1) | 0.727043369474562 | Range | 3.8 | Trim Var. | 0.451411082474227 |
V(Y[t],d=1,D=1) | 0.138989126741420 | Range | 2.1 | Trim Var. | 0.0672253389434315 |
V(Y[t],d=2,D=1) | 0.264454828660436 | Range | 3.1 | Trim Var. | 0.131059350503919 |
V(Y[t],d=3,D=1) | 0.793584905660377 | Range | 5.4 | Trim Var. | 0.411843225083987 |
V(Y[t],d=0,D=2) | 1.60634651798864 | Range | 6.6 | Trim Var. | 0.965156739811912 |
V(Y[t],d=1,D=2) | 0.415725945017182 | Range | 3.6 | Trim Var. | 0.217193277310924 |
V(Y[t],d=2,D=2) | 0.867328947368421 | Range | 5.2 | Trim Var. | 0.457127222982216 |
V(Y[t],d=3,D=2) | 2.64558342665174 | Range | 9.6 | Trim Var. | 1.31966724039013 |