Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.797738438920075 | Range | 3.25 | Trim Var. | 0.394010900045228 |
V(Y[t],d=1,D=0) | 0.0242851025991792 | Range | 0.88 | Trim Var. | 0.0089771754385965 |
V(Y[t],d=2,D=0) | 0.0142214285714286 | Range | 0.7 | Trim Var. | 0.00493268468468468 |
V(Y[t],d=3,D=0) | 0.0346120481927711 | Range | 1.15 | Trim Var. | 0.0117491299518697 |
V(Y[t],d=0,D=1) | 0.0242851025991792 | Range | 0.88 | Trim Var. | 0.0089771754385965 |
V(Y[t],d=1,D=1) | 0.0142214285714286 | Range | 0.7 | Trim Var. | 0.00493268468468468 |
V(Y[t],d=2,D=1) | 0.0346120481927711 | Range | 1.15 | Trim Var. | 0.0117491299518697 |
V(Y[t],d=3,D=1) | 0.104704907434616 | Range | 2.05 | Trim Var. | 0.0364968797564688 |
V(Y[t],d=0,D=2) | 0.0142214285714286 | Range | 0.7 | Trim Var. | 0.00493268468468468 |
V(Y[t],d=1,D=2) | 0.0346120481927711 | Range | 1.15 | Trim Var. | 0.0117491299518697 |
V(Y[t],d=2,D=2) | 0.104704907434616 | Range | 2.05 | Trim Var. | 0.0364968797564688 |
V(Y[t],d=3,D=2) | 0.339331722372779 | Range | 3.55 | Trim Var. | 0.126724569640063 |