Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.268322404371585 | Range | 2 | Trim Var. | 0.159593613933237 |
V(Y[t],d=1,D=0) | 0.0467683615819209 | Range | 1.4 | Trim Var. | 0.0195959183673469 |
V(Y[t],d=2,D=0) | 0.112057276446522 | Range | 2.3 | Trim Var. | 0.0488197586726998 |
V(Y[t],d=3,D=0) | 0.362456140350877 | Range | 4 | Trim Var. | 0.157417043740573 |
V(Y[t],d=0,D=1) | 0.511955782312925 | Range | 2.9 | Trim Var. | 0.314429678848283 |
V(Y[t],d=1,D=1) | 0.126950354609929 | Range | 1.7 | Trim Var. | 0.0612137049941928 |
V(Y[t],d=2,D=1) | 0.304560592044403 | Range | 3.1 | Trim Var. | 0.133597560975610 |
V(Y[t],d=3,D=1) | 0.990768115942029 | Range | 5.4 | Trim Var. | 0.422147435897436 |
V(Y[t],d=0,D=2) | 1.30710210210210 | Range | 4.7 | Trim Var. | 0.85939393939394 |
V(Y[t],d=1,D=2) | 0.445968253968254 | Range | 2.8 | Trim Var. | 0.294193548387097 |
V(Y[t],d=2,D=2) | 1.19381512605042 | Range | 5.2 | Trim Var. | 0.579655913978494 |
V(Y[t],d=3,D=2) | 4.02966131907308 | Range | 9.6 | Trim Var. | 2.16254022988506 |