Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.504307244843998 | Range | 3.2 | Trim Var. | 0.297293178519593 |
V(Y[t],d=1,D=0) | 0.135885245901639 | Range | 2.2 | Trim Var. | 0.0375294117647059 |
V(Y[t],d=2,D=0) | 0.169728813559322 | Range | 2.2 | Trim Var. | 0.07710407239819 |
V(Y[t],d=3,D=0) | 0.346195207481005 | Range | 3.1 | Trim Var. | 0.142910014513788 |
V(Y[t],d=0,D=1) | 0.345159183673469 | Range | 2.5 | Trim Var. | 0.209577167019027 |
V(Y[t],d=1,D=1) | 0.111658163265306 | Range | 1.6 | Trim Var. | 0.0536766334440753 |
V(Y[t],d=2,D=1) | 0.0927659574468086 | Range | 1.5 | Trim Var. | 0.0527804878048781 |
V(Y[t],d=3,D=1) | 0.131137835337651 | Range | 1.7 | Trim Var. | 0.0806097560975612 |
V(Y[t],d=0,D=2) | 0.460369843527738 | Range | 3.1 | Trim Var. | 0.261140819964349 |
V(Y[t],d=1,D=2) | 0.176231231231231 | Range | 1.8 | Trim Var. | 0.100700757575758 |
V(Y[t],d=2,D=2) | 0.158563492063492 | Range | 1.9 | Trim Var. | 0.0786693548387096 |
V(Y[t],d=3,D=2) | 0.284756302521008 | Range | 2.60000000000000 | Trim Var. | 0.141161290322580 |