Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.64181355614035 | Range | 4.498 | Trim Var. | 0.330694134062928 |
V(Y[t],d=1,D=0) | 0.596455398208287 | Range | 4.657 | Trim Var. | 0.271974875910364 |
V(Y[t],d=2,D=0) | 1.36962365968886 | Range | 6.22 | Trim Var. | 0.730277140992542 |
V(Y[t],d=3,D=0) | 4.35326380388032 | Range | 10.667 | Trim Var. | 2.43482439494564 |
V(Y[t],d=0,D=1) | 0.296934709552496 | Range | 3.419 | Trim Var. | 0.128022742687893 |
V(Y[t],d=1,D=1) | 0.340116527181898 | Range | 2.932 | Trim Var. | 0.176447629756469 |
V(Y[t],d=2,D=1) | 0.798458227792833 | Range | 5.363 | Trim Var. | 0.382336491197183 |
V(Y[t],d=3,D=1) | 2.4862142845679 | Range | 8.259 | Trim Var. | 1.14088678792756 |
V(Y[t],d=0,D=2) | 0.907238812010954 | Range | 5.664 | Trim Var. | 0.375806412698413 |
V(Y[t],d=1,D=2) | 0.963270548490945 | Range | 4.96 | Trim Var. | 0.518012128008192 |
V(Y[t],d=2,D=2) | 2.13236566956522 | Range | 8.617 | Trim Var. | 1.04845612189318 |
V(Y[t],d=3,D=2) | 6.45127542966752 | Range | 14.529 | Trim Var. | 3.19420762185792 |