Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.11664124293785 | Range | 3.1 | Trim Var. | 0.865765306122449 |
V(Y[t],d=1,D=0) | 0.0251782583284629 | Range | 0.700 | Trim Var. | 0.0150037707390649 |
V(Y[t],d=2,D=0) | 0.0349092558983666 | Range | 0.799999999999999 | Trim Var. | 0.0212000000000000 |
V(Y[t],d=3,D=0) | 0.0878822055137844 | Range | 1.2 | Trim Var. | 0.061749019607843 |
V(Y[t],d=0,D=1) | 0.200354609929078 | Range | 1.5 | Trim Var. | 0.128733997155050 |
V(Y[t],d=1,D=1) | 0.0217391304347826 | Range | 0.5 | Trim Var. | 0.0144807965860597 |
V(Y[t],d=2,D=1) | 0.0372560386473430 | Range | 0.799999999999999 | Trim Var. | 0.0202631578947368 |
V(Y[t],d=3,D=1) | 0.107494949494949 | Range | 1.50000000000000 | Trim Var. | 0.0643049932523617 |
V(Y[t],d=0,D=2) | 0.492277777777778 | Range | 2.3 | Trim Var. | 0.3978125 |
V(Y[t],d=1,D=2) | 0.0555126050420168 | Range | 0.8 | Trim Var. | 0.0438924731182795 |
V(Y[t],d=2,D=2) | 0.123324420677362 | Range | 1.40000000000000 | Trim Var. | 0.0855172413793104 |
V(Y[t],d=3,D=2) | 0.362973484848485 | Range | 2.50000000000000 | Trim Var. | 0.222857142857143 |