Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.48296803652968 | Range | 3.2 | Trim Var. | 0.302450396825397 |
V(Y[t],d=1,D=0) | 0.139428794992175 | Range | 2.2 | Trim Var. | 0.045551912568306 |
V(Y[t],d=2,D=0) | 0.172997987927565 | Range | 2.2 | Trim Var. | 0.0974551971326165 |
V(Y[t],d=3,D=0) | 0.335198757763975 | Range | 3.1 | Trim Var. | 0.135645161290323 |
V(Y[t],d=0,D=1) | 0.464857923497268 | Range | 2.9 | Trim Var. | 0.254564705882353 |
V(Y[t],d=1,D=1) | 0.114564971751413 | Range | 1.6 | Trim Var. | 0.0646820405310972 |
V(Y[t],d=2,D=1) | 0.0954529514903566 | Range | 1.5 | Trim Var. | 0.0627939042089986 |
V(Y[t],d=3,D=1) | 0.138584392014519 | Range | 1.7 | Trim Var. | 0.0868589743589746 |
V(Y[t],d=0,D=2) | 0.99062074829932 | Range | 4.4 | Trim Var. | 0.525038759689922 |
V(Y[t],d=1,D=2) | 0.253825354609929 | Range | 2.5 | Trim Var. | 0.121579558652729 |
V(Y[t],d=2,D=2) | 0.214616096207216 | Range | 2.10000000000000 | Trim Var. | 0.114280487804878 |
V(Y[t],d=3,D=2) | 0.338497584541063 | Range | 2.60000000000000 | Trim Var. | 0.177019230769231 |