Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.174249576271186 | Range | 1.71 | Trim Var. | 0.119066835994194 |
V(Y[t],d=1,D=0) | 0.0239898305084746 | Range | 0.72 | Trim Var. | 0.0153883484162896 |
V(Y[t],d=2,D=0) | 0.0396616152450090 | Range | 1 | Trim Var. | 0.0256052413273001 |
V(Y[t],d=3,D=0) | 0.103980137844611 | Range | 1.64000000000000 | Trim Var. | 0.0661840784313726 |
V(Y[t],d=0,D=1) | 0.218440381205674 | Range | 1.69 | Trim Var. | 0.151716840882695 |
V(Y[t],d=1,D=1) | 0.0348097132284921 | Range | 0.94 | Trim Var. | 0.0151301923076923 |
V(Y[t],d=2,D=1) | 0.0677040096618357 | Range | 1.41 | Trim Var. | 0.0307763461538462 |
V(Y[t],d=3,D=1) | 0.195716464646464 | Range | 2.63 | Trim Var. | 0.0862955465587043 |
V(Y[t],d=0,D=2) | 0.255608571428571 | Range | 2.07 | Trim Var. | 0.164154435483871 |
V(Y[t],d=1,D=2) | 0.0751243697478991 | Range | 1.48 | Trim Var. | 0.0322389247311828 |
V(Y[t],d=2,D=2) | 0.162702317290552 | Range | 2.03 | Trim Var. | 0.0728524137931035 |
V(Y[t],d=3,D=2) | 0.471016666666666 | Range | 4.04 | Trim Var. | 0.169089901477832 |