Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.38865573770492 | Range | 4.8 | Trim Var. | 0.677605224963716 |
V(Y[t],d=1,D=0) | 0.151217514124294 | Range | 1.7 | Trim Var. | 0.0872549019607843 |
V(Y[t],d=2,D=0) | 0.281870251315020 | Range | 2.4 | Trim Var. | 0.161719457013575 |
V(Y[t],d=3,D=0) | 0.797716273442226 | Range | 4.5 | Trim Var. | 0.491704374057315 |
V(Y[t],d=0,D=1) | 2.70353741496599 | Range | 6.5 | Trim Var. | 1.65581395348837 |
V(Y[t],d=1,D=1) | 0.393173758865248 | Range | 3.1 | Trim Var. | 0.220238095238095 |
V(Y[t],d=2,D=1) | 0.792571692876966 | Range | 3.9 | Trim Var. | 0.34574358974359 |
V(Y[t],d=3,D=1) | 2.1432077294686 | Range | 6.5 | Trim Var. | 1.32541025641026 |
V(Y[t],d=0,D=2) | 5.58033033033033 | Range | 8.5 | Trim Var. | 3.69802419354839 |
V(Y[t],d=1,D=2) | 1.28021428571429 | Range | 5 | Trim Var. | 0.765645161290323 |
V(Y[t],d=2,D=2) | 2.57020168067227 | Range | 6.6 | Trim Var. | 1.48533333333333 |
V(Y[t],d=3,D=2) | 6.29647950089127 | Range | 10 | Trim Var. | 4.40326436781609 |