Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.439491803278688 | Range | 2.4 | Trim Var. | 0.273404081632653 |
V(Y[t],d=1,D=0) | 0.109658192090395 | Range | 1.9 | Trim Var. | 0.0551118099231306 |
V(Y[t],d=2,D=0) | 0.133103448275862 | Range | 1.8 | Trim Var. | 0.085544267053701 |
V(Y[t],d=3,D=0) | 0.268944343617665 | Range | 3 | Trim Var. | 0.124555052790347 |
V(Y[t],d=0,D=1) | 0.598180272108844 | Range | 2.9 | Trim Var. | 0.395404208194906 |
V(Y[t],d=1,D=1) | 0.121165780141844 | Range | 1.6 | Trim Var. | 0.0630662020905923 |
V(Y[t],d=2,D=1) | 0.123478260869565 | Range | 1.4 | Trim Var. | 0.0792564102564102 |
V(Y[t],d=3,D=1) | 0.229995169082125 | Range | 2.10000000000000 | Trim Var. | 0.120198717948718 |
V(Y[t],d=0,D=2) | 1.18330330330330 | Range | 4.5 | Trim Var. | 0.734545454545455 |
V(Y[t],d=1,D=2) | 0.247515873015873 | Range | 2.9 | Trim Var. | 0.096844758064516 |
V(Y[t],d=2,D=2) | 0.256436974789916 | Range | 2.2 | Trim Var. | 0.135397849462365 |
V(Y[t],d=3,D=2) | 0.498324420677360 | Range | 3.8 | Trim Var. | 0.229885057471264 |