Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.583699453551913 | Range | 2.5 | Trim Var. | 0.423749019607843 |
V(Y[t],d=1,D=0) | 0.0194209039548023 | Range | 0.700000000000001 | Trim Var. | 0.0097822931785196 |
V(Y[t],d=2,D=0) | 0.023448275862069 | Range | 1.00000000000000 | Trim Var. | 0.00960407239819005 |
V(Y[t],d=3,D=0) | 0.0573411978221418 | Range | 1.70000000000000 | Trim Var. | 0.0191843137254902 |
V(Y[t],d=0,D=1) | 0.322840136054422 | Range | 2.1 | Trim Var. | 0.216335656213705 |
V(Y[t],d=1,D=1) | 0.0463120567375887 | Range | 0.900000000000001 | Trim Var. | 0.0270673635307782 |
V(Y[t],d=2,D=1) | 0.0445605920444034 | Range | 1.30000000000000 | Trim Var. | 0.0140975609756098 |
V(Y[t],d=3,D=1) | 0.0931062801932371 | Range | 1.60000000000000 | Trim Var. | 0.040198717948718 |
V(Y[t],d=0,D=2) | 0.817132132132132 | Range | 3.6 | Trim Var. | 0.555795454545455 |
V(Y[t],d=1,D=2) | 0.143396825396826 | Range | 1.60000000000000 | Trim Var. | 0.0960887096774193 |
V(Y[t],d=2,D=2) | 0.125882352941177 | Range | 1.90000000000000 | Trim Var. | 0.0583225806451615 |
V(Y[t],d=3,D=2) | 0.251203208556151 | Range | 2.00000000000001 | Trim Var. | 0.165471264367817 |