Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.49678225957049 | Range | 4.95 | Trim Var. | 1.06621373637999 |
V(Y[t],d=1,D=0) | 0.0337000773993808 | Range | 1.2 | Trim Var. | 0.0194043151567196 |
V(Y[t],d=2,D=0) | 0.0390379923318229 | Range | 1.03 | Trim Var. | 0.0228284967320261 |
V(Y[t],d=3,D=0) | 0.104011664459161 | Range | 1.64 | Trim Var. | 0.0621720508568269 |
V(Y[t],d=0,D=1) | 0.907754230346619 | Range | 4.49 | Trim Var. | 0.525761326984127 |
V(Y[t],d=1,D=1) | 0.0675121377912867 | Range | 1.2 | Trim Var. | 0.0432821548387097 |
V(Y[t],d=2,D=1) | 0.0765232271325796 | Range | 1.49 | Trim Var. | 0.0445534222222221 |
V(Y[t],d=3,D=1) | 0.199317057658221 | Range | 2.65 | Trim Var. | 0.113680477419355 |
V(Y[t],d=0,D=2) | 1.90379394752534 | Range | 6.54 | Trim Var. | 1.16703120689655 |
V(Y[t],d=1,D=2) | 0.199212621124031 | Range | 2.13 | Trim Var. | 0.132658932112891 |
V(Y[t],d=2,D=2) | 0.233998006889764 | Range | 2.64 | Trim Var. | 0.123156404285049 |
V(Y[t],d=3,D=2) | 0.604851368578927 | Range | 4.84 | Trim Var. | 0.330049304677623 |