Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.429771186440678 | Range | 2.3 | Trim Var. | 0.333342857142857 |
V(Y[t],d=1,D=0) | 0.0388252483927528 | Range | 1.1 | Trim Var. | 0.0189960784313725 |
V(Y[t],d=2,D=0) | 0.0422534785238959 | Range | 0.900000000000001 | Trim Var. | 0.0267918367346938 |
V(Y[t],d=3,D=0) | 0.0829573934837092 | Range | 1.5 | Trim Var. | 0.0481019607843137 |
V(Y[t],d=0,D=1) | 0.283364361702128 | Range | 2.2 | Trim Var. | 0.138677462887989 |
V(Y[t],d=1,D=1) | 0.0708510638297872 | Range | 1.3 | Trim Var. | 0.0336951219512195 |
V(Y[t],d=2,D=1) | 0.0615507246376812 | Range | 1.20000000000000 | Trim Var. | 0.0309679487179487 |
V(Y[t],d=3,D=1) | 0.093818181818182 | Range | 1.20000000000001 | Trim Var. | 0.0627260458839405 |
V(Y[t],d=0,D=2) | 0.458182539682540 | Range | 2.7 | Trim Var. | 0.269637096774193 |
V(Y[t],d=1,D=2) | 0.120285714285714 | Range | 1.50000000000000 | Trim Var. | 0.0753978494623654 |
V(Y[t],d=2,D=2) | 0.104206773618539 | Range | 1.50000000000000 | Trim Var. | 0.0547241379310346 |
V(Y[t],d=3,D=2) | 0.182348484848486 | Range | 1.90000000000001 | Trim Var. | 0.101699507389162 |