Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.962060109289617 | Range | 4.6 | Trim Var. | 0.524600870827286 |
V(Y[t],d=1,D=0) | 0.247412429378531 | Range | 2.9 | Trim Var. | 0.103591893780573 |
V(Y[t],d=2,D=0) | 0.273343074225599 | Range | 2.6 | Trim Var. | 0.160633484162896 |
V(Y[t],d=3,D=0) | 0.485505142165759 | Range | 3.8 | Trim Var. | 0.214031372549020 |
V(Y[t],d=0,D=1) | 0.624668367346939 | Range | 3.3 | Trim Var. | 0.370254706533776 |
V(Y[t],d=1,D=1) | 0.179290780141844 | Range | 2 | Trim Var. | 0.0990243902439024 |
V(Y[t],d=2,D=1) | 0.139491211840888 | Range | 1.7 | Trim Var. | 0.0779756097560974 |
V(Y[t],d=3,D=1) | 0.178647342995169 | Range | 2.1 | Trim Var. | 0.0835357624831305 |
V(Y[t],d=0,D=2) | 1.35325825825826 | Range | 5.3 | Trim Var. | 0.734545454545455 |
V(Y[t],d=1,D=2) | 0.408087301587302 | Range | 3.2 | Trim Var. | 0.202473118279570 |
V(Y[t],d=2,D=2) | 0.31163025210084 | Range | 2.7 | Trim Var. | 0.161247311827957 |
V(Y[t],d=3,D=2) | 0.395944741532975 | Range | 3.20000000000000 | Trim Var. | 0.166160919540228 |