Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.469296610169491 | Range | 3.2 | Trim Var. | 0.298925490196078 |
V(Y[t],d=1,D=0) | 0.112121566335476 | Range | 1.8 | Trim Var. | 0.0429019607843137 |
V(Y[t],d=2,D=0) | 0.143666061705989 | Range | 1.9 | Trim Var. | 0.0859841628959276 |
V(Y[t],d=3,D=0) | 0.295958646616541 | Range | 2.8 | Trim Var. | 0.140031372549019 |
V(Y[t],d=0,D=1) | 0.486524822695036 | Range | 2.9 | Trim Var. | 0.290360046457607 |
V(Y[t],d=1,D=1) | 0.102580943570768 | Range | 1.5 | Trim Var. | 0.0442439024390244 |
V(Y[t],d=2,D=1) | 0.093256038647343 | Range | 1.40000000000000 | Trim Var. | 0.0515320512820512 |
V(Y[t],d=3,D=1) | 0.150555555555556 | Range | 1.7 | Trim Var. | 0.0830499325236167 |
V(Y[t],d=0,D=2) | 1.21473015873016 | Range | 4 | Trim Var. | 0.807096774193549 |
V(Y[t],d=1,D=2) | 0.276436974789916 | Range | 2.5 | Trim Var. | 0.138064516129032 |
V(Y[t],d=2,D=2) | 0.239688057040998 | Range | 2.10000000000000 | Trim Var. | 0.134126436781609 |
V(Y[t],d=3,D=2) | 0.399791666666666 | Range | 2.60000000000000 | Trim Var. | 0.233152709359605 |