Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.280774349667272 | Range | 2.1 | Trim Var. | 0.199498491704374 |
V(Y[t],d=1,D=0) | 0.0669611528822055 | Range | 1.3 | Trim Var. | 0.0361183673469387 |
V(Y[t],d=2,D=0) | 0.0681785714285714 | Range | 1.1 | Trim Var. | 0.0411819727891156 |
V(Y[t],d=3,D=0) | 0.140727272727273 | Range | 1.9 | Trim Var. | 0.0720833333333332 |
V(Y[t],d=0,D=1) | 0.386652173913044 | Range | 2.3 | Trim Var. | 0.237173076923077 |
V(Y[t],d=1,D=1) | 0.074010101010101 | Range | 1.3 | Trim Var. | 0.0364912280701754 |
V(Y[t],d=2,D=1) | 0.08276955602537 | Range | 1.2 | Trim Var. | 0.0390714285714285 |
V(Y[t],d=3,D=1) | 0.187851605758583 | Range | 1.90000000000000 | Trim Var. | 0.106111111111111 |
V(Y[t],d=0,D=2) | 0.895472370766489 | Range | 3.9 | Trim Var. | 0.544413793103448 |
V(Y[t],d=1,D=2) | 0.153143939393939 | Range | 1.9 | Trim Var. | 0.0721693121693123 |
V(Y[t],d=2,D=2) | 0.214475806451613 | Range | 2 | Trim Var. | 0.126177248677249 |
V(Y[t],d=3,D=2) | 0.561978494623657 | Range | 3.3 | Trim Var. | 0.331538461538462 |