Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.490850961538461 | Range | 3.2 | Trim Var. | 0.2722206095791 |
V(Y[t],d=1,D=0) | 0.139117063492064 | Range | 2 | Trim Var. | 0.0461750841750842 |
V(Y[t],d=2,D=0) | 0.179815668202765 | Range | 2.2 | Trim Var. | 0.093986531986532 |
V(Y[t],d=3,D=0) | 0.354978847170809 | Range | 3.1 | Trim Var. | 0.135531097134871 |
V(Y[t],d=0,D=1) | 0.491937590711176 | Range | 2.9 | Trim Var. | 0.319343200740056 |
V(Y[t],d=1,D=1) | 0.110573152337858 | Range | 1.6 | Trim Var. | 0.0536086956521739 |
V(Y[t],d=2,D=1) | 0.095607843137255 | Range | 1.40000000000000 | Trim Var. | 0.0595252525252526 |
V(Y[t],d=3,D=1) | 0.146791836734694 | Range | 1.7 | Trim Var. | 0.0866120507399579 |
V(Y[t],d=0,D=2) | 1.09343902439024 | Range | 4 | Trim Var. | 0.586941176470588 |
V(Y[t],d=1,D=2) | 0.248967948717949 | Range | 2.5 | Trim Var. | 0.125968253968254 |
V(Y[t],d=2,D=2) | 0.228677462887989 | Range | 2.10000000000000 | Trim Var. | 0.137344537815126 |
V(Y[t],d=3,D=2) | 0.349964438122332 | Range | 2.60000000000000 | Trim Var. | 0.202611408199643 |