Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.36185310734463 | Range | 4.9 | Trim Var. | 0.830440251572327 |
V(Y[t],d=1,D=0) | 0.216919929865576 | Range | 2.6 | Trim Var. | 0.114008295625943 |
V(Y[t],d=2,D=0) | 0.353130671506352 | Range | 2.6 | Trim Var. | 0.233495475113122 |
V(Y[t],d=3,D=0) | 0.978728070175439 | Range | 4.8 | Trim Var. | 0.605207843137255 |
V(Y[t],d=0,D=1) | 2.55613031914894 | Range | 6.1 | Trim Var. | 1.5935656213705 |
V(Y[t],d=1,D=1) | 0.563450508788159 | Range | 3.8 | Trim Var. | 0.285512195121951 |
V(Y[t],d=2,D=1) | 0.909082125603865 | Range | 4.2 | Trim Var. | 0.511788461538461 |
V(Y[t],d=3,D=1) | 2.47446464646465 | Range | 6.8 | Trim Var. | 1.49445344129555 |
V(Y[t],d=0,D=2) | 5.84478571428571 | Range | 8.1 | Trim Var. | 4.36322580645161 |
V(Y[t],d=1,D=2) | 1.43078991596639 | Range | 5 | Trim Var. | 0.834129032258064 |
V(Y[t],d=2,D=2) | 2.32969696969697 | Range | 6.6 | Trim Var. | 1.12827586206897 |
V(Y[t],d=3,D=2) | 6.17484848484848 | Range | 10.4 | Trim Var. | 3.77044334975369 |