Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.07716333506404 | Range | 5.29 | Trim Var. | 0.478382796052632 |
V(Y[t],d=1,D=0) | 0.184505237171575 | Range | 2.64 | Trim Var. | 0.0965122732362822 |
V(Y[t],d=2,D=0) | 0.286689604672057 | Range | 2.44 | Trim Var. | 0.186271974376573 |
V(Y[t],d=3,D=0) | 0.816158644688645 | Range | 4.49 | Trim Var. | 0.535580107526882 |
V(Y[t],d=0,D=1) | 2.11985315789474 | Range | 8.31 | Trim Var. | 1.00058839945280 |
V(Y[t],d=1,D=1) | 0.493603650615901 | Range | 3.84 | Trim Var. | 0.276460448179272 |
V(Y[t],d=2,D=1) | 0.827525932280943 | Range | 3.99 | Trim Var. | 0.544574684452094 |
V(Y[t],d=3,D=1) | 2.37060570359981 | Range | 6.66 | Trim Var. | 1.68751072583015 |
V(Y[t],d=0,D=2) | 4.29822735226621 | Range | 11.43 | Trim Var. | 2.29492447241762 |
V(Y[t],d=1,D=2) | 1.37051037320012 | Range | 5.05 | Trim Var. | 0.836664497716895 |
V(Y[t],d=2,D=2) | 2.65316982836495 | Range | 6.8 | Trim Var. | 1.61812016823161 |
V(Y[t],d=3,D=2) | 7.68778141975309 | Range | 12.17 | Trim Var. | 5.2605847082495 |