Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.628487972508591 | Range | 3.3 | Trim Var. | 0.446706762897621 |
V(Y[t],d=1,D=0) | 0.118942982456140 | Range | 2.2 | Trim Var. | 0.0445266781411360 |
V(Y[t],d=2,D=0) | 0.148398656215006 | Range | 2.2 | Trim Var. | 0.0805826330532214 |
V(Y[t],d=3,D=0) | 0.310634866163350 | Range | 3.1 | Trim Var. | 0.135295467584624 |
V(Y[t],d=0,D=1) | 0.489593837535014 | Range | 2.9 | Trim Var. | 0.332205405405405 |
V(Y[t],d=1,D=1) | 0.0992814113597247 | Range | 1.6 | Trim Var. | 0.0383702213279678 |
V(Y[t],d=2,D=1) | 0.099318248604173 | Range | 1.50000000000000 | Trim Var. | 0.0597146118721462 |
V(Y[t],d=3,D=1) | 0.161531165311653 | Range | 2.00000000000000 | Trim Var. | 0.0887245696400628 |
V(Y[t],d=0,D=2) | 0.432846270928463 | Range | 3.1 | Trim Var. | 0.251600961538461 |
V(Y[t],d=1,D=2) | 0.206054381846635 | Range | 2.6 | Trim Var. | 0.102500000000000 |
V(Y[t],d=2,D=2) | 0.214498993963783 | Range | 2.00000000000001 | Trim Var. | 0.136733230926779 |
V(Y[t],d=3,D=2) | 0.387513457556936 | Range | 3.00000000000001 | Trim Var. | 0.210068746694871 |