Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.706788556338028 | Range | 2.25 | Trim Var. | 0.296518915343915 |
V(Y[t],d=1,D=0) | 0.0269554124748491 | Range | 0.97 | Trim Var. | 0.00338438300051203 |
V(Y[t],d=2,D=0) | 0.0184563354037267 | Range | 1.06 | Trim Var. | 0.00431433104177684 |
V(Y[t],d=3,D=0) | 0.0485419863597613 | Range | 1.64 | Trim Var. | 0.0128586885245902 |
V(Y[t],d=0,D=1) | 0.414706751412429 | Range | 3.01 | Trim Var. | 0.204203486394558 |
V(Y[t],d=1,D=1) | 0.0331905318527177 | Range | 1.16 | Trim Var. | 0.00600976621417798 |
V(Y[t],d=2,D=1) | 0.0243817604355717 | Range | 1.16 | Trim Var. | 0.0082972549019608 |
V(Y[t],d=3,D=1) | 0.0660218045112782 | Range | 1.65 | Trim Var. | 0.0267403137254902 |
V(Y[t],d=0,D=2) | 0.696029078014184 | Range | 3.61 | Trim Var. | 0.411008653846154 |
V(Y[t],d=1,D=2) | 0.0370154486586494 | Range | 0.84 | Trim Var. | 0.0194751219512195 |
V(Y[t],d=2,D=2) | 0.0387109661835749 | Range | 0.97 | Trim Var. | 0.0198532692307693 |
V(Y[t],d=3,D=2) | 0.103541616161616 | Range | 1.24000000000000 | Trim Var. | 0.063703778677463 |