Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.296160140268849 | Range | 2 | Trim Var. | 0.199207843137255 |
V(Y[t],d=1,D=0) | 0.0604506957047792 | Range | 1.1 | Trim Var. | 0.0397874149659864 |
V(Y[t],d=2,D=0) | 0.172675438596491 | Range | 1.9 | Trim Var. | 0.097312925170068 |
V(Y[t],d=3,D=0) | 0.611220779220779 | Range | 3.7 | Trim Var. | 0.352548758865248 |
V(Y[t],d=0,D=1) | 0.271951896392229 | Range | 2.4 | Trim Var. | 0.143756097560976 |
V(Y[t],d=1,D=1) | 0.174072463768116 | Range | 1.7 | Trim Var. | 0.114304993252362 |
V(Y[t],d=2,D=1) | 0.491090909090909 | Range | 2.9 | Trim Var. | 0.302388663967611 |
V(Y[t],d=3,D=1) | 1.75041754756871 | Range | 5.6 | Trim Var. | 0.992716927453769 |
V(Y[t],d=0,D=2) | 0.790285714285714 | Range | 3.6 | Trim Var. | 0.476505747126437 |
V(Y[t],d=1,D=2) | 0.497040998217469 | Range | 2.7 | Trim Var. | 0.344413793103448 |
V(Y[t],d=2,D=2) | 1.37210227272727 | Range | 4.9 | Trim Var. | 0.826847290640394 |
V(Y[t],d=3,D=2) | 4.88322580645161 | Range | 9.6 | Trim Var. | 2.6510582010582 |