Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 31.0793886267393 | Range | 18.33 | Trim Var. | 25.7738945701357 |
V(Y[t],d=1,D=0) | 0.167159962406016 | Range | 2.27000000000001 | Trim Var. | 0.072840078431373 |
V(Y[t],d=2,D=0) | 0.368014545454548 | Range | 3.41000000000003 | Trim Var. | 0.198583673469388 |
V(Y[t],d=3,D=0) | 1.12228303030304 | Range | 5.37000000000006 | Trim Var. | 0.643119472789118 |
V(Y[t],d=0,D=1) | 0.590323864734299 | Range | 2.83000000000001 | Trim Var. | 0.410429743589742 |
V(Y[t],d=1,D=1) | 0.115205555555557 | Range | 1.59000000000002 | Trim Var. | 0.0546114709851552 |
V(Y[t],d=2,D=1) | 0.287643710359412 | Range | 2.39000000000001 | Trim Var. | 0.164635064011381 |
V(Y[t],d=3,D=1) | 0.950991472868232 | Range | 4.16000000000005 | Trim Var. | 0.591966366366376 |
V(Y[t],d=0,D=2) | 1.02989162210339 | Range | 4.25999999999999 | Trim Var. | 0.609706781609198 |
V(Y[t],d=1,D=2) | 0.323225000000004 | Range | 2.46000000000002 | Trim Var. | 0.189835221674878 |
V(Y[t],d=2,D=2) | 0.908335483870984 | Range | 3.79000000000001 | Trim Var. | 0.572844841269856 |
V(Y[t],d=3,D=2) | 3.17597462365598 | Range | 6.43000000000005 | Trim Var. | 2.16512336182341 |