Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.439863597612958 | Range | 2.4 | Trim Var. | 0.308980225988701 |
V(Y[t],d=1,D=0) | 0.127155399473222 | Range | 1.9 | Trim Var. | 0.0572203389830508 |
V(Y[t],d=2,D=0) | 0.143482587064677 | Range | 1.9 | Trim Var. | 0.0866510812390415 |
V(Y[t],d=3,D=0) | 0.282613053613054 | Range | 3 | Trim Var. | 0.115983061101028 |
V(Y[t],d=0,D=1) | 0.579667919799499 | Range | 2.9 | Trim Var. | 0.412031372549020 |
V(Y[t],d=1,D=1) | 0.128905844155844 | Range | 1.6 | Trim Var. | 0.0812408163265306 |
V(Y[t],d=2,D=1) | 0.124626262626263 | Range | 1.6 | Trim Var. | 0.0823005319148935 |
V(Y[t],d=3,D=1) | 0.221132075471698 | Range | 2.10000000000000 | Trim Var. | 0.12886524822695 |
V(Y[t],d=0,D=2) | 1.01290909090909 | Range | 4.5 | Trim Var. | 0.507827260458839 |
V(Y[t],d=1,D=2) | 0.22534355179704 | Range | 2.9 | Trim Var. | 0.0878678678678678 |
V(Y[t],d=2,D=2) | 0.260276854928017 | Range | 2.2 | Trim Var. | 0.134414414414414 |
V(Y[t],d=3,D=2) | 0.561004645760742 | Range | 3.8 | Trim Var. | 0.266499999999999 |