Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.296160140268849 | Range | 2 | Trim Var. | 0.199207843137255 |
V(Y[t],d=1,D=0) | 0.0604506957047792 | Range | 1.1 | Trim Var. | 0.0397874149659864 |
V(Y[t],d=2,D=0) | 0.172675438596491 | Range | 1.9 | Trim Var. | 0.097312925170068 |
V(Y[t],d=3,D=0) | 0.611220779220779 | Range | 3.7 | Trim Var. | 0.352548758865248 |
V(Y[t],d=0,D=1) | 0.0604506957047792 | Range | 1.1 | Trim Var. | 0.0397874149659864 |
V(Y[t],d=1,D=1) | 0.172675438596491 | Range | 1.9 | Trim Var. | 0.097312925170068 |
V(Y[t],d=2,D=1) | 0.611220779220779 | Range | 3.7 | Trim Var. | 0.352548758865248 |
V(Y[t],d=3,D=1) | 2.26830303030303 | Range | 7.1 | Trim Var. | 1.49333333333333 |
V(Y[t],d=0,D=2) | 0.172675438596491 | Range | 1.9 | Trim Var. | 0.097312925170068 |
V(Y[t],d=1,D=2) | 0.611220779220779 | Range | 3.7 | Trim Var. | 0.352548758865248 |
V(Y[t],d=2,D=2) | 2.26830303030303 | Range | 7.1 | Trim Var. | 1.49333333333333 |
V(Y[t],d=3,D=2) | 8.55347658979734 | Range | 13.3 | Trim Var. | 5.61059840425532 |