Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.341508196721311 | Range | 2.5 | Trim Var. | 0.187220965309201 |
V(Y[t],d=1,D=0) | 0.13490395480226 | Range | 1.8 | Trim Var. | 0.072677793904209 |
V(Y[t],d=2,D=0) | 0.276446522501461 | Range | 2.7 | Trim Var. | 0.174368650217707 |
V(Y[t],d=3,D=0) | 0.78435874168179 | Range | 4.5 | Trim Var. | 0.461734693877551 |
V(Y[t],d=0,D=1) | 1.05540816326531 | Range | 4.3 | Trim Var. | 0.689114064230343 |
V(Y[t],d=1,D=1) | 0.382123226950355 | Range | 2.6 | Trim Var. | 0.225017421602787 |
V(Y[t],d=2,D=1) | 0.754329324699353 | Range | 4 | Trim Var. | 0.455475609756098 |
V(Y[t],d=3,D=1) | 2.23371980676328 | Range | 6.5 | Trim Var. | 1.36592307692308 |
V(Y[t],d=0,D=2) | 3.4133033033033 | Range | 6.9 | Trim Var. | 2.41234848484848 |
V(Y[t],d=1,D=2) | 1.26789682539683 | Range | 4.4 | Trim Var. | 0.819956989247312 |
V(Y[t],d=2,D=2) | 2.37961344537815 | Range | 6 | Trim Var. | 1.65195698924731 |
V(Y[t],d=3,D=2) | 7.17091800356506 | Range | 10.2 | Trim Var. | 5.20493103448276 |