Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.491044420941301 | Range | 3.2 | Trim Var. | 0.272525490196078 |
V(Y[t],d=1,D=0) | 0.108393442622951 | Range | 1.8 | Trim Var. | 0.0413207547169811 |
V(Y[t],d=2,D=0) | 0.145762711864407 | Range | 1.9 | Trim Var. | 0.0851596516690856 |
V(Y[t],d=3,D=0) | 0.295815312682641 | Range | 2.8 | Trim Var. | 0.142119013062409 |
V(Y[t],d=0,D=1) | 0.491020408163265 | Range | 2.9 | Trim Var. | 0.305158562367865 |
V(Y[t],d=1,D=1) | 0.10125 | Range | 1.5 | Trim Var. | 0.0458139534883721 |
V(Y[t],d=2,D=1) | 0.096099290780142 | Range | 1.40000000000000 | Trim Var. | 0.0573112659698026 |
V(Y[t],d=3,D=1) | 0.147826086956522 | Range | 1.7 | Trim Var. | 0.0832439024390244 |
V(Y[t],d=0,D=2) | 1.15036273115220 | Range | 4 | Trim Var. | 0.759688057040998 |
V(Y[t],d=1,D=2) | 0.267987987987988 | Range | 2.5 | Trim Var. | 0.136553030303030 |
V(Y[t],d=2,D=2) | 0.251515873015873 | Range | 2.10000000000000 | Trim Var. | 0.154264112903226 |
V(Y[t],d=3,D=2) | 0.377613445378151 | Range | 2.60000000000000 | Trim Var. | 0.219118279569892 |