Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.439737012987013 | Range | 2.4 | Trim Var. | 0.295159574468085 |
V(Y[t],d=1,D=0) | 0.114969696969697 | Range | 1.9 | Trim Var. | 0.0555187074829932 |
V(Y[t],d=2,D=0) | 0.137543675751223 | Range | 1.8 | Trim Var. | 0.087406914893617 |
V(Y[t],d=3,D=0) | 0.281865021770682 | Range | 3 | Trim Var. | 0.123903792784459 |
V(Y[t],d=0,D=1) | 0.654228329809725 | Range | 2.9 | Trim Var. | 0.432724039829303 |
V(Y[t],d=1,D=1) | 0.129147286821705 | Range | 1.6 | Trim Var. | 0.0643243243243243 |
V(Y[t],d=2,D=1) | 0.129506387921022 | Range | 1.4 | Trim Var. | 0.085111111111111 |
V(Y[t],d=3,D=1) | 0.239451219512195 | Range | 2.10000000000000 | Trim Var. | 0.119966386554621 |
V(Y[t],d=0,D=2) | 1.20564516129032 | Range | 4.5 | Trim Var. | 0.682261904761905 |
V(Y[t],d=1,D=2) | 0.279849462365591 | Range | 2.9 | Trim Var. | 0.104900284900285 |
V(Y[t],d=2,D=2) | 0.289988505747126 | Range | 2.2 | Trim Var. | 0.150338461538461 |
V(Y[t],d=3,D=2) | 0.557438423645318 | Range | 3.8 | Trim Var. | 0.243333333333332 |