Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.437523096129838 | Range | 3.2 | Trim Var. | 0.265907172995780 |
V(Y[t],d=1,D=0) | 0.127231869254341 | Range | 2.2 | Trim Var. | 0.052980352980353 |
V(Y[t],d=2,D=0) | 0.163102142110763 | Range | 2.2 | Trim Var. | 0.0890772385509228 |
V(Y[t],d=3,D=0) | 0.333001871157445 | Range | 3.1 | Trim Var. | 0.148827751196172 |
V(Y[t],d=0,D=1) | 0.457335997335997 | Range | 2.9 | Trim Var. | 0.298900949796472 |
V(Y[t],d=1,D=1) | 0.107761449077239 | Range | 1.6 | Trim Var. | 0.0571014492753624 |
V(Y[t],d=2,D=1) | 0.0983719298245616 | Range | 1.50000000000000 | Trim Var. | 0.0634306409130817 |
V(Y[t],d=3,D=1) | 0.147971171171171 | Range | 2.00000000000000 | Trim Var. | 0.078843822843823 |
V(Y[t],d=0,D=2) | 0.929634032634033 | Range | 4.4 | Trim Var. | 0.49243799153055 |
V(Y[t],d=1,D=2) | 0.282653846153846 | Range | 2.6 | Trim Var. | 0.135532581453634 |
V(Y[t],d=2,D=2) | 0.25093005952381 | Range | 2.10000000000000 | Trim Var. | 0.154698051948052 |
V(Y[t],d=3,D=2) | 0.370481310803892 | Range | 2.9 | Trim Var. | 0.182377104377105 |