Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.13086956521739 | Range | 7.6 | Trim Var. | 0.88439344262295 |
V(Y[t],d=1,D=0) | 0.263511852502195 | Range | 2.6 | Trim Var. | 0.135523085914670 |
V(Y[t],d=2,D=0) | 0.440452284034374 | Range | 3 | Trim Var. | 0.267399181765050 |
V(Y[t],d=3,D=0) | 1.28499067599068 | Range | 5.5 | Trim Var. | 0.711179673321234 |
V(Y[t],d=0,D=1) | 6.80443609022556 | Range | 12.2 | Trim Var. | 3.55339607843137 |
V(Y[t],d=1,D=1) | 0.720178571428571 | Range | 3.8 | Trim Var. | 0.43345306122449 |
V(Y[t],d=2,D=1) | 1.21917171717172 | Range | 4.8 | Trim Var. | 0.760646258503401 |
V(Y[t],d=3,D=1) | 3.5624213836478 | Range | 9.1 | Trim Var. | 2.06031471631206 |
V(Y[t],d=0,D=2) | 19.1704545454545 | Range | 17.9 | Trim Var. | 9.47929587482219 |
V(Y[t],d=1,D=2) | 1.84207188160677 | Range | 5.7 | Trim Var. | 1.05650071123755 |
V(Y[t],d=2,D=2) | 3.15390919158361 | Range | 7.8 | Trim Var. | 1.7840990990991 |
V(Y[t],d=3,D=2) | 9.32599303135889 | Range | 13.9 | Trim Var. | 5.0563492063492 |