Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.439491803278688 | Range | 2.4 | Trim Var. | 0.273404081632653 |
V(Y[t],d=1,D=0) | 0.109658192090395 | Range | 1.9 | Trim Var. | 0.055 |
V(Y[t],d=2,D=0) | 0.129456458211572 | Range | 1.8 | Trim Var. | 0.083265602322206 |
V(Y[t],d=3,D=0) | 0.261004234724743 | Range | 3 | Trim Var. | 0.116089743589744 |
V(Y[t],d=0,D=1) | 0.624574829931973 | Range | 2.9 | Trim Var. | 0.428538205980066 |
V(Y[t],d=1,D=1) | 0.122695035460993 | Range | 1.6 | Trim Var. | 0.0647909407665505 |
V(Y[t],d=2,D=1) | 0.119981498612396 | Range | 1.4 | Trim Var. | 0.0796951219512194 |
V(Y[t],d=3,D=1) | 0.217603864734299 | Range | 2.10000000000000 | Trim Var. | 0.109993589743589 |
V(Y[t],d=0,D=2) | 1.17729729729730 | Range | 4.5 | Trim Var. | 0.72905303030303 |
V(Y[t],d=1,D=2) | 0.254063492063492 | Range | 2.9 | Trim Var. | 0.104153225806452 |
V(Y[t],d=2,D=2) | 0.265495798319327 | Range | 2.2 | Trim Var. | 0.146279569892473 |
V(Y[t],d=3,D=2) | 0.493190730837788 | Range | 3.8 | Trim Var. | 0.225471264367816 |