Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.570394475481068 | Range | 4.6 | Trim Var. | 0.255105590062112 |
V(Y[t],d=1,D=0) | 0.0591990458853807 | Range | 1.7 | Trim Var. | 0.0286399371069182 |
V(Y[t],d=2,D=0) | 0.0955881419412175 | Range | 1.6 | Trim Var. | 0.0560445053616061 |
V(Y[t],d=3,D=0) | 0.285167565485362 | Range | 2.8 | Trim Var. | 0.163403391449725 |
V(Y[t],d=0,D=1) | 1.17065297975478 | Range | 6.8 | Trim Var. | 0.364277163069109 |
V(Y[t],d=1,D=1) | 0.172693167881105 | Range | 3.3 | Trim Var. | 0.081064756031199 |
V(Y[t],d=2,D=1) | 0.269243154435926 | Range | 2.5 | Trim Var. | 0.164417631917632 |
V(Y[t],d=3,D=1) | 0.791140428677014 | Range | 4.6 | Trim Var. | 0.464366787811015 |
V(Y[t],d=0,D=2) | 2.60255210918114 | Range | 9.6 | Trim Var. | 0.936199383350462 |
V(Y[t],d=1,D=2) | 0.53396564725597 | Range | 5.2 | Trim Var. | 0.258239712260658 |
V(Y[t],d=2,D=2) | 0.841329258976318 | Range | 4.3 | Trim Var. | 0.515573207385144 |
V(Y[t],d=3,D=2) | 2.43680168558651 | Range | 7.9 | Trim Var. | 1.45355501089325 |