Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.269121854237288 | Range | 2.377 | Trim Var. | 0.176922530048917 |
V(Y[t],d=1,D=0) | 0.368091219754529 | Range | 2.325 | Trim Var. | 0.283277996371553 |
V(Y[t],d=2,D=0) | 1.15754943012704 | Range | 4.148 | Trim Var. | 0.876590875942684 |
V(Y[t],d=3,D=0) | 3.92149561152882 | Range | 7.564 | Trim Var. | 2.90271555843137 |
V(Y[t],d=0,D=1) | 0.101623487588652 | Range | 1.663 | Trim Var. | 0.0559610220673635 |
V(Y[t],d=1,D=1) | 0.243425456059204 | Range | 2.449 | Trim Var. | 0.118212509756097 |
V(Y[t],d=2,D=1) | 0.77436743816425 | Range | 4.561 | Trim Var. | 0.375940342948718 |
V(Y[t],d=3,D=1) | 2.66938857272727 | Range | 8.37099999999999 | Trim Var. | 1.29309381511471 |
V(Y[t],d=0,D=2) | 0.212024535714286 | Range | 2.262 | Trim Var. | 0.115890673387097 |
V(Y[t],d=1,D=2) | 0.467201828571428 | Range | 3.105 | Trim Var. | 0.254033359139785 |
V(Y[t],d=2,D=2) | 1.45179121568627 | Range | 5.752 | Trim Var. | 0.730688050574714 |
V(Y[t],d=3,D=2) | 5.03593886363636 | Range | 10.21 | Trim Var. | 2.80265323399015 |