Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.432573446327684 | Range | 2.4 | Trim Var. | 0.293770739064857 |
V(Y[t],d=1,D=0) | 0.111379310344828 | Range | 1.9 | Trim Var. | 0.055921625544267 |
V(Y[t],d=2,D=0) | 0.132583182093164 | Range | 1.8 | Trim Var. | 0.0841138763197586 |
V(Y[t],d=3,D=0) | 0.262067669172932 | Range | 3 | Trim Var. | 0.113231372549019 |
V(Y[t],d=0,D=1) | 0.592832446808511 | Range | 2.9 | Trim Var. | 0.382346109175377 |
V(Y[t],d=1,D=1) | 0.123783533765032 | Range | 1.6 | Trim Var. | 0.0646219512195122 |
V(Y[t],d=2,D=1) | 0.118048309178744 | Range | 1.4 | Trim Var. | 0.0792564102564102 |
V(Y[t],d=3,D=1) | 0.212090909090908 | Range | 2.10000000000000 | Trim Var. | 0.109851551956815 |
V(Y[t],d=0,D=2) | 1.21684920634921 | Range | 4.5 | Trim Var. | 0.758064516129032 |
V(Y[t],d=1,D=2) | 0.253411764705882 | Range | 2.9 | Trim Var. | 0.0984731182795698 |
V(Y[t],d=2,D=2) | 0.21885918003565 | Range | 2.10000000000000 | Trim Var. | 0.121793103448276 |
V(Y[t],d=3,D=2) | 0.425928030303028 | Range | 3.19999999999999 | Trim Var. | 0.212438423645320 |