Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.431581920903955 | Range | 2.3 | Trim Var. | 0.335657142857143 |
V(Y[t],d=1,D=0) | 0.0384804208065459 | Range | 1.1 | Trim Var. | 0.0185960784313725 |
V(Y[t],d=2,D=0) | 0.0412008469449486 | Range | 0.900000000000001 | Trim Var. | 0.0255673469387754 |
V(Y[t],d=3,D=0) | 0.0790288220551378 | Range | 1.5 | Trim Var. | 0.0437019607843137 |
V(Y[t],d=0,D=1) | 0.283364361702128 | Range | 2.2 | Trim Var. | 0.138677462887989 |
V(Y[t],d=1,D=1) | 0.0691119333950046 | Range | 1.3 | Trim Var. | 0.0304993252361673 |
V(Y[t],d=2,D=1) | 0.0588840579710145 | Range | 1.20000000000000 | Trim Var. | 0.0302307692307692 |
V(Y[t],d=3,D=1) | 0.0870000000000002 | Range | 1.30000000000000 | Trim Var. | 0.0519973009446694 |
V(Y[t],d=0,D=2) | 0.454 | Range | 2.7 | Trim Var. | 0.264506048387097 |
V(Y[t],d=1,D=2) | 0.115579831932773 | Range | 1.50000000000000 | Trim Var. | 0.070064516129032 |
V(Y[t],d=2,D=2) | 0.0963279857397506 | Range | 1.50000000000000 | Trim Var. | 0.049609195402299 |
V(Y[t],d=3,D=2) | 0.159223484848486 | Range | 1.90000000000001 | Trim Var. | 0.0814778325123155 |