Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.935874124293786 | Range | 2.94 | Trim Var. | 0.792006149545773 |
V(Y[t],d=1,D=0) | 0.00852466393921676 | Range | 0.519999999999996 | Trim Var. | 0.00444999999999991 |
V(Y[t],d=2,D=0) | 0.0099904718693283 | Range | 0.470000000000027 | Trim Var. | 0.00560241327300125 |
V(Y[t],d=3,D=0) | 0.0242254385964908 | Range | 0.810000000000002 | Trim Var. | 0.0123301632653060 |
V(Y[t],d=0,D=1) | 0.211526551418441 | Range | 1.51000000000001 | Trim Var. | 0.155562560975611 |
V(Y[t],d=1,D=1) | 0.00925087881591099 | Range | 0.509999999999991 | Trim Var. | 0.00367597560975626 |
V(Y[t],d=2,D=1) | 0.0188973913043474 | Range | 0.69999999999996 | Trim Var. | 0.00907378205128263 |
V(Y[t],d=3,D=1) | 0.057913636363635 | Range | 1.24999999999993 | Trim Var. | 0.0270360323886647 |
V(Y[t],d=0,D=2) | 0.135705634920634 | Range | 1.39999999999999 | Trim Var. | 0.0960845766129017 |
V(Y[t],d=1,D=2) | 0.0217927731092434 | Range | 0.82999999999997 | Trim Var. | 0.00851290322580675 |
V(Y[t],d=2,D=2) | 0.057699197860962 | Range | 1.14999999999996 | Trim Var. | 0.0314171264367836 |
V(Y[t],d=3,D=2) | 0.187985984848484 | Range | 2.05999999999992 | Trim Var. | 0.100517241379318 |