Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.581649717514124 | Range | 2.5 | Trim Var. | 0.448917647058823 |
V(Y[t],d=1,D=0) | 0.0200701344243133 | Range | 0.700000000000001 | Trim Var. | 0.0103318250377074 |
V(Y[t],d=2,D=0) | 0.0231578947368422 | Range | 1.00000000000000 | Trim Var. | 0.0099843137254902 |
V(Y[t],d=3,D=0) | 0.052449874686717 | Range | 1.60000000000000 | Trim Var. | 0.01625 |
V(Y[t],d=0,D=1) | 0.333080673758865 | Range | 2.1 | Trim Var. | 0.225719512195122 |
V(Y[t],d=1,D=1) | 0.0494912118408881 | Range | 1 | Trim Var. | 0.02625 |
V(Y[t],d=2,D=1) | 0.0486618357487924 | Range | 1.30000000000000 | Trim Var. | 0.0162887989203779 |
V(Y[t],d=3,D=1) | 0.101131313131314 | Range | 1.50000000000001 | Trim Var. | 0.049041835357625 |
V(Y[t],d=0,D=2) | 0.833420634920635 | Range | 3.6 | Trim Var. | 0.566118951612903 |
V(Y[t],d=1,D=2) | 0.154924369747899 | Range | 1.70000000000000 | Trim Var. | 0.101290322580645 |
V(Y[t],d=2,D=2) | 0.142112299465241 | Range | 1.90000000000000 | Trim Var. | 0.0698965517241381 |
V(Y[t],d=3,D=2) | 0.297178030303032 | Range | 2.30000000000001 | Trim Var. | 0.190344827586208 |