Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.435209039548022 | Range | 2.6 | Trim Var. | 0.295818250377074 |
V(Y[t],d=1,D=0) | 0.106306253652835 | Range | 1.8 | Trim Var. | 0.0421229260935143 |
V(Y[t],d=2,D=0) | 0.145214761040532 | Range | 1.9 | Trim Var. | 0.0876432880844645 |
V(Y[t],d=3,D=0) | 0.292067669172932 | Range | 2.8 | Trim Var. | 0.136125490196078 |
V(Y[t],d=0,D=1) | 0.501449468085106 | Range | 2.9 | Trim Var. | 0.308554006968641 |
V(Y[t],d=1,D=1) | 0.101147086031452 | Range | 1.5 | Trim Var. | 0.0425 |
V(Y[t],d=2,D=1) | 0.095328502415459 | Range | 1.40000000000000 | Trim Var. | 0.0541282051282051 |
V(Y[t],d=3,D=1) | 0.147707070707071 | Range | 1.7 | Trim Var. | 0.079757085020243 |
V(Y[t],d=0,D=2) | 1.21368253968254 | Range | 4 | Trim Var. | 0.807056451612903 |
V(Y[t],d=1,D=2) | 0.278319327731092 | Range | 2.5 | Trim Var. | 0.139118279569892 |
V(Y[t],d=2,D=2) | 0.258217468805704 | Range | 2.10000000000000 | Trim Var. | 0.155126436781609 |
V(Y[t],d=3,D=2) | 0.396950757575757 | Range | 2.60000000000000 | Trim Var. | 0.230049261083743 |