Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.501387005649717 | Range | 3.2 | Trim Var. | 0.300261224489796 |
V(Y[t],d=1,D=0) | 0.111303331385155 | Range | 1.8 | Trim Var. | 0.0417411764705882 |
V(Y[t],d=2,D=0) | 0.145641258318209 | Range | 1.9 | Trim Var. | 0.0881749622926093 |
V(Y[t],d=3,D=0) | 0.282763157894737 | Range | 2.8 | Trim Var. | 0.120031372549020 |
V(Y[t],d=0,D=1) | 0.48040780141844 | Range | 2.9 | Trim Var. | 0.282346109175378 |
V(Y[t],d=1,D=1) | 0.102580943570768 | Range | 1.5 | Trim Var. | 0.0442439024390244 |
V(Y[t],d=2,D=1) | 0.0912125603864735 | Range | 1.40000000000000 | Trim Var. | 0.0491025641025642 |
V(Y[t],d=3,D=1) | 0.143 | Range | 1.7 | Trim Var. | 0.0741430499325237 |
V(Y[t],d=0,D=2) | 1.21139682539683 | Range | 4 | Trim Var. | 0.804475806451613 |
V(Y[t],d=1,D=2) | 0.271731092436975 | Range | 2.5 | Trim Var. | 0.132129032258064 |
V(Y[t],d=2,D=2) | 0.210374331550802 | Range | 2.1 | Trim Var. | 0.11351724137931 |
V(Y[t],d=3,D=2) | 0.357178030303029 | Range | 2.60000000000000 | Trim Var. | 0.184630541871921 |