Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.999785310734463 | Range | 4.6 | Trim Var. | 0.644378057302586 |
V(Y[t],d=1,D=0) | 0.172197545295149 | Range | 2.2 | Trim Var. | 0.0865965166908563 |
V(Y[t],d=2,D=0) | 0.197943133696310 | Range | 1.9 | Trim Var. | 0.118996078431373 |
V(Y[t],d=3,D=0) | 0.352957393483709 | Range | 2.80000000000000 | Trim Var. | 0.179035294117647 |
V(Y[t],d=0,D=1) | 0.705172872340426 | Range | 3.5 | Trim Var. | 0.422189314750290 |
V(Y[t],d=1,D=1) | 0.162599444958372 | Range | 1.9 | Trim Var. | 0.0787044534412955 |
V(Y[t],d=2,D=1) | 0.123826086956522 | Range | 1.7 | Trim Var. | 0.0580512820512819 |
V(Y[t],d=3,D=1) | 0.172646464646464 | Range | 2.1 | Trim Var. | 0.0898920377867744 |
V(Y[t],d=0,D=2) | 2.43164285714286 | Range | 5.9 | Trim Var. | 1.74028225806452 |
V(Y[t],d=1,D=2) | 0.553394957983193 | Range | 3.6 | Trim Var. | 0.28847311827957 |
V(Y[t],d=2,D=2) | 0.344964349376114 | Range | 2.7 | Trim Var. | 0.196781609195402 |
V(Y[t],d=3,D=2) | 0.413200757575757 | Range | 3.20000000000000 | Trim Var. | 0.173990147783251 |