Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 32.8603011682243 | Range | 20.01 | Trim Var. | 26.4460329824561 |
V(Y[t],d=1,D=0) | 0.948550379121848 | Range | 4.63 | Trim Var. | 0.553929070548713 |
V(Y[t],d=2,D=0) | 2.74213387241689 | Range | 7.6 | Trim Var. | 1.67936952642416 |
V(Y[t],d=3,D=0) | 9.22254236263735 | Range | 14.0200000000000 | Trim Var. | 5.78262695184666 |
V(Y[t],d=0,D=1) | 1.95657990131579 | Range | 7.97999999999999 | Trim Var. | 0.753342653898767 |
V(Y[t],d=1,D=1) | 0.228341366181410 | Range | 2.73999999999997 | Trim Var. | 0.119756218487394 |
V(Y[t],d=2,D=1) | 0.398121493937309 | Range | 3.30999999999995 | Trim Var. | 0.230938324727479 |
V(Y[t],d=3,D=1) | 1.22307225338941 | Range | 6.09999999999995 | Trim Var. | 0.692884925066108 |
V(Y[t],d=0,D=2) | 5.5415381956397 | Range | 12.73 | Trim Var. | 1.72238333950388 |
V(Y[t],d=1,D=2) | 0.623556979136054 | Range | 3.87999999999995 | Trim Var. | 0.322626217656013 |
V(Y[t],d=2,D=2) | 1.13644444444443 | Range | 5.11999999999998 | Trim Var. | 0.650109780907665 |
V(Y[t],d=3,D=2) | 3.47668716049378 | Range | 9.62999999999997 | Trim Var. | 1.97978213279676 |