Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.463540983606557 | Range | 3.2 | Trim Var. | 0.270941176470588 |
V(Y[t],d=1,D=0) | 0.110336158192090 | Range | 1.8 | Trim Var. | 0.0421229260935143 |
V(Y[t],d=2,D=0) | 0.142857977790766 | Range | 1.9 | Trim Var. | 0.0861393323657474 |
V(Y[t],d=3,D=0) | 0.291530550514216 | Range | 2.8 | Trim Var. | 0.137858220211161 |
V(Y[t],d=0,D=1) | 0.494166666666667 | Range | 2.9 | Trim Var. | 0.304540420819491 |
V(Y[t],d=1,D=1) | 0.102016843971631 | Range | 1.5 | Trim Var. | 0.0452729384436702 |
V(Y[t],d=2,D=1) | 0.0932562442183164 | Range | 1.40000000000000 | Trim Var. | 0.052780487804878 |
V(Y[t],d=3,D=1) | 0.148178743961353 | Range | 1.7 | Trim Var. | 0.082025641025641 |
V(Y[t],d=0,D=2) | 1.18099099099099 | Range | 4 | Trim Var. | 0.78217803030303 |
V(Y[t],d=1,D=2) | 0.273111111111111 | Range | 2.5 | Trim Var. | 0.138215725806452 |
V(Y[t],d=2,D=2) | 0.251058823529412 | Range | 2.10000000000000 | Trim Var. | 0.150473118279569 |
V(Y[t],d=3,D=2) | 0.389278074866309 | Range | 2.60000000000000 | Trim Var. | 0.226999999999999 |