Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 3.75452092896175 | Range | 7.15 | Trim Var. | 2.51622851959362 |
V(Y[t],d=1,D=0) | 0.0711060734463275 | Range | 1.92999999999999 | Trim Var. | 0.0220698812019571 |
V(Y[t],d=2,D=0) | 0.142470543541788 | Range | 2.61999999999998 | Trim Var. | 0.0683206821480411 |
V(Y[t],d=3,D=0) | 0.420022625529339 | Range | 3.82999999999997 | Trim Var. | 0.218964819004527 |
V(Y[t],d=0,D=1) | 0.586932568027211 | Range | 2.81 | Trim Var. | 0.409320598006644 |
V(Y[t],d=1,D=1) | 0.146035771276595 | Range | 2.83999999999999 | Trim Var. | 0.0237145760743325 |
V(Y[t],d=2,D=1) | 0.315267992599444 | Range | 3.59999999999998 | Trim Var. | 0.100462195121953 |
V(Y[t],d=3,D=1) | 0.98051555555555 | Range | 5.60999999999999 | Trim Var. | 0.451179230769231 |
V(Y[t],d=0,D=2) | 1.28936666666667 | Range | 3.69999999999997 | Trim Var. | 1.01569659090909 |
V(Y[t],d=1,D=2) | 0.427595873015872 | Range | 4.19999999999999 | Trim Var. | 0.0816128024193553 |
V(Y[t],d=2,D=2) | 0.905261008403359 | Range | 5.60999999999999 | Trim Var. | 0.401326451612901 |
V(Y[t],d=3,D=2) | 2.79720748663101 | Range | 8.46999999999998 | Trim Var. | 1.36303505747127 |