Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.8150593220339 | Range | 7.6 | Trim Var. | 1.71487421383648 |
V(Y[t],d=1,D=0) | 0.267282291057861 | Range | 2.6 | Trim Var. | 0.148040638606676 |
V(Y[t],d=2,D=0) | 0.383790078644888 | Range | 2.8 | Trim Var. | 0.251357466063348 |
V(Y[t],d=3,D=0) | 1.12887844611529 | Range | 5 | Trim Var. | 0.617959183673469 |
V(Y[t],d=0,D=1) | 8.8319104609929 | Range | 12.1 | Trim Var. | 5.2005574912892 |
V(Y[t],d=1,D=1) | 0.847234042553191 | Range | 4.8 | Trim Var. | 0.373219512195122 |
V(Y[t],d=2,D=1) | 1.08110144927536 | Range | 4.5 | Trim Var. | 0.634301282051282 |
V(Y[t],d=3,D=1) | 3.14104040404040 | Range | 8.4 | Trim Var. | 1.57649122807018 |
V(Y[t],d=0,D=2) | 25.5861825396825 | Range | 17.2 | Trim Var. | 18.6864946236559 |
V(Y[t],d=1,D=2) | 2.58546218487395 | Range | 8.3 | Trim Var. | 1.26113978494624 |
V(Y[t],d=2,D=2) | 2.79198752228164 | Range | 7.2 | Trim Var. | 1.74593103448276 |
V(Y[t],d=3,D=2) | 7.91166666666667 | Range | 12.9 | Trim Var. | 4.34812807881773 |