Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.43554802259887 | Range | 2.4 | Trim Var. | 0.296994720965309 |
V(Y[t],d=1,D=0) | 0.111379310344828 | Range | 1.9 | Trim Var. | 0.055921625544267 |
V(Y[t],d=2,D=0) | 0.130977011494253 | Range | 1.8 | Trim Var. | 0.0841138763197586 |
V(Y[t],d=3,D=0) | 0.264887218045113 | Range | 3 | Trim Var. | 0.117701960784314 |
V(Y[t],d=0,D=1) | 0.607641843971631 | Range | 2.9 | Trim Var. | 0.402049941927991 |
V(Y[t],d=1,D=1) | 0.123783533765032 | Range | 1.6 | Trim Var. | 0.0646219512195122 |
V(Y[t],d=2,D=1) | 0.120545893719807 | Range | 1.4 | Trim Var. | 0.0792564102564102 |
V(Y[t],d=3,D=1) | 0.220272727272727 | Range | 2.10000000000000 | Trim Var. | 0.110418353576248 |
V(Y[t],d=0,D=2) | 1.20673015873016 | Range | 4.5 | Trim Var. | 0.747328629032258 |
V(Y[t],d=1,D=2) | 0.254789915966387 | Range | 2.9 | Trim Var. | 0.100064516129032 |
V(Y[t],d=2,D=2) | 0.259358288770053 | Range | 2.2 | Trim Var. | 0.134816091954023 |
V(Y[t],d=3,D=2) | 0.500170454545453 | Range | 3.8 | Trim Var. | 0.223275862068965 |