Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.463540983606557 | Range | 3.2 | Trim Var. | 0.270941176470588 |
V(Y[t],d=1,D=0) | 0.110336158192090 | Range | 1.8 | Trim Var. | 0.0421229260935143 |
V(Y[t],d=2,D=0) | 0.142857977790766 | Range | 1.9 | Trim Var. | 0.0861393323657474 |
V(Y[t],d=3,D=0) | 0.291530550514216 | Range | 2.8 | Trim Var. | 0.137858220211161 |
V(Y[t],d=0,D=1) | 0.110336158192090 | Range | 1.8 | Trim Var. | 0.0421229260935143 |
V(Y[t],d=1,D=1) | 0.142857977790766 | Range | 1.9 | Trim Var. | 0.0861393323657474 |
V(Y[t],d=2,D=1) | 0.291530550514216 | Range | 2.8 | Trim Var. | 0.137858220211161 |
V(Y[t],d=3,D=1) | 0.810507518796991 | Range | 4.7 | Trim Var. | 0.370101960784313 |
V(Y[t],d=0,D=2) | 0.142857977790766 | Range | 1.9 | Trim Var. | 0.0861393323657474 |
V(Y[t],d=1,D=2) | 0.291530550514216 | Range | 2.8 | Trim Var. | 0.137858220211161 |
V(Y[t],d=2,D=2) | 0.810507518796991 | Range | 4.7 | Trim Var. | 0.370101960784313 |
V(Y[t],d=3,D=2) | 2.57155519480519 | Range | 8.29999999999999 | Trim Var. | 1.17647346938775 |