Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.65149672935461 | Range | 6.829 | Trim Var. | 2.13287772504708 |
V(Y[t],d=1,D=0) | 1.38043595901351 | Range | 6.45 | Trim Var. | 0.808715120394931 |
V(Y[t],d=2,D=0) | 2.34916285754323 | Range | 9.608 | Trim Var. | 1.33070068208396 |
V(Y[t],d=3,D=0) | 6.9041226658188 | Range | 17.322 | Trim Var. | 3.81103355865751 |
V(Y[t],d=0,D=1) | 0.25372967394958 | Range | 4.255 | Trim Var. | 0.0788004866735895 |
V(Y[t],d=1,D=1) | 0.677308057541661 | Range | 7.204 | Trim Var. | 0.195185345794392 |
V(Y[t],d=2,D=1) | 2.19713349703028 | Range | 11.887 | Trim Var. | 0.62556961509434 |
V(Y[t],d=3,D=1) | 7.50409916371942 | Range | 23.525 | Trim Var. | 2.23802760622711 |
V(Y[t],d=0,D=2) | 0.602169802959502 | Range | 6.727 | Trim Var. | 0.177552690789474 |
V(Y[t],d=1,D=2) | 1.63934839640275 | Range | 11.761 | Trim Var. | 0.37284283493841 |
V(Y[t],d=2,D=2) | 5.20355832165319 | Range | 19.791 | Trim Var. | 1.26321899576756 |
V(Y[t],d=3,D=2) | 17.5165863457875 | Range | 38.149 | Trim Var. | 4.38678601075269 |