Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.73242448543170 | Range | 7.6 | Trim Var. | 0.657604237867396 |
V(Y[t],d=1,D=0) | 0.225927496580027 | Range | 2.6 | Trim Var. | 0.117270175438596 |
V(Y[t],d=2,D=0) | 0.374098039215686 | Range | 3 | Trim Var. | 0.215106306306306 |
V(Y[t],d=3,D=0) | 1.05519793459552 | Range | 4.9 | Trim Var. | 0.614320621991855 |
V(Y[t],d=0,D=1) | 0.225927496580027 | Range | 2.6 | Trim Var. | 0.117270175438596 |
V(Y[t],d=1,D=1) | 0.374098039215686 | Range | 3 | Trim Var. | 0.215106306306306 |
V(Y[t],d=2,D=1) | 1.05519793459552 | Range | 4.9 | Trim Var. | 0.614320621991855 |
V(Y[t],d=3,D=1) | 3.45732882750514 | Range | 9.1 | Trim Var. | 1.94430745814307 |
V(Y[t],d=0,D=2) | 0.374098039215686 | Range | 3 | Trim Var. | 0.215106306306306 |
V(Y[t],d=1,D=2) | 1.05519793459552 | Range | 4.9 | Trim Var. | 0.614320621991855 |
V(Y[t],d=2,D=2) | 3.45732882750514 | Range | 9.1 | Trim Var. | 1.94430745814307 |
V(Y[t],d=3,D=2) | 12.1222237277928 | Range | 17.3 | Trim Var. | 7.11949921752739 |