Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.29506090395480 | Range | 3.95 | Trim Var. | 0.985733088749126 |
V(Y[t],d=1,D=0) | 0.0420171244886031 | Range | 0.92 | Trim Var. | 0.0194920899854862 |
V(Y[t],d=2,D=0) | 0.0208927102238354 | Range | 0.77 | Trim Var. | 0.0115427978883861 |
V(Y[t],d=3,D=0) | 0.0520887844611528 | Range | 0.999999999999998 | Trim Var. | 0.0346214117647058 |
V(Y[t],d=0,D=1) | 2.60783812056738 | Range | 5.21 | Trim Var. | 1.79564297328688 |
V(Y[t],d=1,D=1) | 0.0564487511563367 | Range | 1.08 | Trim Var. | 0.0262404487179487 |
V(Y[t],d=2,D=1) | 0.0443911111111110 | Range | 0.840000000000002 | Trim Var. | 0.0278891666666666 |
V(Y[t],d=3,D=1) | 0.122760909090909 | Range | 1.54 | Trim Var. | 0.0724090418353575 |
V(Y[t],d=0,D=2) | 2.82127714285714 | Range | 5.45 | Trim Var. | 2.21080483870968 |
V(Y[t],d=1,D=2) | 0.0694663865546218 | Range | 1.19000000000000 | Trim Var. | 0.0377612903225807 |
V(Y[t],d=2,D=2) | 0.120342245989305 | Range | 1.34000000000000 | Trim Var. | 0.0777912643678159 |
V(Y[t],d=3,D=2) | 0.37566837121212 | Range | 2.58000000000000 | Trim Var. | 0.241626600985221 |