Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.496180327868852 | Range | 3.2 | Trim Var. | 0.273963265306122 |
V(Y[t],d=1,D=0) | 0.110225988700565 | Range | 1.8 | Trim Var. | 0.0420965309200603 |
V(Y[t],d=2,D=0) | 0.147574517825833 | Range | 1.9 | Trim Var. | 0.0913425253991291 |
V(Y[t],d=3,D=0) | 0.299470659407138 | Range | 2.8 | Trim Var. | 0.143589743589743 |
V(Y[t],d=0,D=1) | 0.479132653061225 | Range | 2.9 | Trim Var. | 0.286256921373201 |
V(Y[t],d=1,D=1) | 0.100407801418440 | Range | 1.5 | Trim Var. | 0.0431649245063880 |
V(Y[t],d=2,D=1) | 0.0947826086956523 | Range | 1.40000000000000 | Trim Var. | 0.0545975609756098 |
V(Y[t],d=3,D=1) | 0.150884057971015 | Range | 1.7 | Trim Var. | 0.0851282051282052 |
V(Y[t],d=0,D=2) | 1.18195195195195 | Range | 4 | Trim Var. | 0.78217803030303 |
V(Y[t],d=1,D=2) | 0.268539682539683 | Range | 2.5 | Trim Var. | 0.133618951612903 |
V(Y[t],d=2,D=2) | 0.235159663865546 | Range | 2.10000000000000 | Trim Var. | 0.132494623655914 |
V(Y[t],d=3,D=2) | 0.388493761140819 | Range | 2.60000000000000 | Trim Var. | 0.225988505747126 |