Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.904745762711864 | Range | 4.4 | Trim Var. | 0.60440251572327 |
V(Y[t],d=1,D=0) | 0.175213325540619 | Range | 2.2 | Trim Var. | 0.0904716981132076 |
V(Y[t],d=2,D=0) | 0.191944948578342 | Range | 1.9 | Trim Var. | 0.112337254901961 |
V(Y[t],d=3,D=0) | 0.363671679197995 | Range | 2.80000000000000 | Trim Var. | 0.187083333333333 |
V(Y[t],d=0,D=1) | 0.175213325540619 | Range | 2.2 | Trim Var. | 0.0904716981132076 |
V(Y[t],d=1,D=1) | 0.191944948578342 | Range | 1.9 | Trim Var. | 0.112337254901961 |
V(Y[t],d=2,D=1) | 0.363671679197995 | Range | 2.80000000000000 | Trim Var. | 0.187083333333333 |
V(Y[t],d=3,D=1) | 0.930948051948051 | Range | 5.09999999999999 | Trim Var. | 0.503412244897959 |
V(Y[t],d=0,D=2) | 0.191944948578342 | Range | 1.9 | Trim Var. | 0.112337254901961 |
V(Y[t],d=1,D=2) | 0.363671679197995 | Range | 2.80000000000000 | Trim Var. | 0.187083333333333 |
V(Y[t],d=2,D=2) | 0.930948051948051 | Range | 5.09999999999999 | Trim Var. | 0.503412244897959 |
V(Y[t],d=3,D=2) | 2.85925925925926 | Range | 8.39999999999998 | Trim Var. | 1.46210884353741 |