Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.486118721461187 | Range | 3.2 | Trim Var. | 0.306148313492063 |
V(Y[t],d=1,D=0) | 0.138865414710485 | Range | 2.2 | Trim Var. | 0.0526176626123744 |
V(Y[t],d=2,D=0) | 0.168213279678068 | Range | 2.2 | Trim Var. | 0.091889400921659 |
V(Y[t],d=3,D=0) | 0.320474120082816 | Range | 3.1 | Trim Var. | 0.116586462189318 |
V(Y[t],d=0,D=1) | 0.468207650273224 | Range | 2.9 | Trim Var. | 0.238077551020408 |
V(Y[t],d=1,D=1) | 0.119488700564972 | Range | 1.6 | Trim Var. | 0.0706673654786862 |
V(Y[t],d=2,D=1) | 0.0993629456458213 | Range | 1.50000000000000 | Trim Var. | 0.064579100145138 |
V(Y[t],d=3,D=1) | 0.138768905021174 | Range | 1.7 | Trim Var. | 0.087058823529412 |
V(Y[t],d=0,D=2) | 1.06141156462585 | Range | 4.4 | Trim Var. | 0.569324473975637 |
V(Y[t],d=1,D=2) | 0.26155585106383 | Range | 2.5 | Trim Var. | 0.127067363530778 |
V(Y[t],d=2,D=2) | 0.221720629047179 | Range | 2.10000000000000 | Trim Var. | 0.122475609756097 |
V(Y[t],d=3,D=2) | 0.315270531400966 | Range | 2.60000000000000 | Trim Var. | 0.156179487179487 |