Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.707956858959311 | Range | 4.498 | Trim Var. | 0.354493551587302 |
V(Y[t],d=1,D=0) | 0.667348084909457 | Range | 4.657 | Trim Var. | 0.285506522785459 |
V(Y[t],d=2,D=0) | 1.47456088115942 | Range | 6.22 | Trim Var. | 0.746616945531465 |
V(Y[t],d=3,D=0) | 4.64242987851662 | Range | 10.667 | Trim Var. | 2.43630966994536 |
V(Y[t],d=0,D=1) | 0.290825975988700 | Range | 3.419 | Trim Var. | 0.135701474493361 |
V(Y[t],d=1,D=1) | 0.284597786674459 | Range | 2.60500000000000 | Trim Var. | 0.153534190856314 |
V(Y[t],d=2,D=1) | 0.587846971869328 | Range | 4.61 | Trim Var. | 0.287232025641025 |
V(Y[t],d=3,D=1) | 1.75735807581454 | Range | 7.487 | Trim Var. | 0.866299118431372 |
V(Y[t],d=0,D=2) | 0.82695054609929 | Range | 5.091 | Trim Var. | 0.351882799651568 |
V(Y[t],d=1,D=2) | 0.747161722479185 | Range | 3.83299999999999 | Trim Var. | 0.426909124390244 |
V(Y[t],d=2,D=2) | 1.42705167149758 | Range | 6.44799999999999 | Trim Var. | 0.749321968589742 |
V(Y[t],d=3,D=2) | 4.08194511919192 | Range | 8.72799999999999 | Trim Var. | 2.31186267611336 |