Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.282682641729982 | Range | 2.1 | Trim Var. | 0.203214804063861 |
V(Y[t],d=1,D=0) | 0.0664640048396854 | Range | 1.3 | Trim Var. | 0.0361647058823529 |
V(Y[t],d=2,D=0) | 0.0676503759398496 | Range | 1.1 | Trim Var. | 0.0412081632653061 |
V(Y[t],d=3,D=0) | 0.138168831168831 | Range | 1.9 | Trim Var. | 0.0706163265306121 |
V(Y[t],d=0,D=1) | 0.394902867715079 | Range | 2.3 | Trim Var. | 0.252 |
V(Y[t],d=1,D=1) | 0.0764057971014493 | Range | 1.3 | Trim Var. | 0.0364912280701754 |
V(Y[t],d=2,D=1) | 0.0828282828282828 | Range | 1.2 | Trim Var. | 0.04003003003003 |
V(Y[t],d=3,D=1) | 0.184371035940804 | Range | 1.90000000000000 | Trim Var. | 0.104295874822191 |
V(Y[t],d=0,D=2) | 0.87546218487395 | Range | 3.9 | Trim Var. | 0.533698924731183 |
V(Y[t],d=1,D=2) | 0.175472370766489 | Range | 2.2 | Trim Var. | 0.0798160919540231 |
V(Y[t],d=2,D=2) | 0.210170454545455 | Range | 2 | Trim Var. | 0.124014778325123 |
V(Y[t],d=3,D=2) | 0.549516129032259 | Range | 3.3 | Trim Var. | 0.324973544973546 |