Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.287830601092896 | Range | 2.1 | Trim Var. | 0.156955782312925 |
V(Y[t],d=1,D=0) | 0.064550847457627 | Range | 1.3 | Trim Var. | 0.0327413273001508 |
V(Y[t],d=2,D=0) | 0.066206896551724 | Range | 1.1 | Trim Var. | 0.0404939668174962 |
V(Y[t],d=3,D=0) | 0.135075620084694 | Range | 1.9 | Trim Var. | 0.0699660633484162 |
V(Y[t],d=0,D=1) | 0.424277210884354 | Range | 2.3 | Trim Var. | 0.295415282392027 |
V(Y[t],d=1,D=1) | 0.0739317375886525 | Range | 1.3 | Trim Var. | 0.0354390243902439 |
V(Y[t],d=2,D=1) | 0.084995374653099 | Range | 1.2 | Trim Var. | 0.0492439024390244 |
V(Y[t],d=3,D=1) | 0.193995169082126 | Range | 1.90000000000000 | Trim Var. | 0.115634615384616 |
V(Y[t],d=0,D=2) | 0.841591591591592 | Range | 3.9 | Trim Var. | 0.517291666666667 |
V(Y[t],d=1,D=2) | 0.168 | Range | 2.2 | Trim Var. | 0.0777016129032259 |
V(Y[t],d=2,D=2) | 0.221983193277311 | Range | 2 | Trim Var. | 0.144623655913979 |
V(Y[t],d=3,D=2) | 0.557798573975046 | Range | 3.3 | Trim Var. | 0.3416091954023 |