Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.972497175141243 | Range | 4.6 | Trim Var. | 0.605981830887491 |
V(Y[t],d=1,D=0) | 0.246814728229106 | Range | 2.9 | Trim Var. | 0.099455732946299 |
V(Y[t],d=2,D=0) | 0.277495462794918 | Range | 2.6 | Trim Var. | 0.163207843137255 |
V(Y[t],d=3,D=0) | 0.489442355889724 | Range | 3.8 | Trim Var. | 0.21185306122449 |
V(Y[t],d=0,D=1) | 0.621542553191489 | Range | 3.3 | Trim Var. | 0.362073170731707 |
V(Y[t],d=1,D=1) | 0.175633672525439 | Range | 2 | Trim Var. | 0.092280487804878 |
V(Y[t],d=2,D=1) | 0.139111111111111 | Range | 1.7 | Trim Var. | 0.0758717948717947 |
V(Y[t],d=3,D=1) | 0.181737373737373 | Range | 2.1 | Trim Var. | 0.0841820768136554 |
V(Y[t],d=0,D=2) | 1.29361111111111 | Range | 5.3 | Trim Var. | 0.641572580645162 |
V(Y[t],d=1,D=2) | 0.402436974789916 | Range | 3.2 | Trim Var. | 0.187919540229885 |
V(Y[t],d=2,D=2) | 0.307130124777183 | Range | 2.7 | Trim Var. | 0.151827586206896 |
V(Y[t],d=3,D=2) | 0.407803030303029 | Range | 3.20000000000000 | Trim Var. | 0.171773399014777 |