Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.34044067796610 | Range | 5.3 | Trim Var. | 0.756240573152338 |
V(Y[t],d=1,D=0) | 0.243267095265926 | Range | 2.6 | Trim Var. | 0.120282805429864 |
V(Y[t],d=2,D=0) | 0.36194797338173 | Range | 2.6 | Trim Var. | 0.225082352941176 |
V(Y[t],d=3,D=0) | 0.998928571428571 | Range | 4.8 | Trim Var. | 0.62753725490196 |
V(Y[t],d=0,D=1) | 3.10669769503546 | Range | 8.4 | Trim Var. | 1.74255516840883 |
V(Y[t],d=1,D=1) | 0.631720629047179 | Range | 3.8 | Trim Var. | 0.319024390243902 |
V(Y[t],d=2,D=1) | 0.918961352657005 | Range | 4.2 | Trim Var. | 0.523076923076923 |
V(Y[t],d=3,D=1) | 2.48688888888889 | Range | 6.8 | Trim Var. | 1.48094466936572 |
V(Y[t],d=0,D=2) | 7.79473015873016 | Range | 12.1 | Trim Var. | 5.00603830645161 |
V(Y[t],d=1,D=2) | 1.52868907563025 | Range | 5.2 | Trim Var. | 0.87989247311828 |
V(Y[t],d=2,D=2) | 2.15422459893048 | Range | 6 | Trim Var. | 1.44529885057471 |
V(Y[t],d=3,D=2) | 5.741875 | Range | 9.8 | Trim Var. | 3.77480295566502 |