Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.103428571428571 | Range | 1 | Trim Var. | 0.07300395256917 |
V(Y[t],d=1,D=0) | 0.00915966386554621 | Range | 0.400000000000001 | Trim Var. | 0.00612903225806449 |
V(Y[t],d=2,D=0) | 0.0245365418894831 | Range | 0.600000000000001 | Trim Var. | 0.0155057471264367 |
V(Y[t],d=3,D=0) | 0.07875 | Range | 1.10000000000000 | Trim Var. | 0.0503448275862068 |
V(Y[t],d=0,D=1) | 0.0860688405797101 | Range | 0.9 | Trim Var. | 0.0299242424242423 |
V(Y[t],d=1,D=1) | 0.0192885375494071 | Range | 0.6 | Trim Var. | 0.0070175438596491 |
V(Y[t],d=2,D=1) | 0.0552380952380953 | Range | 1 | Trim Var. | 0.0240849673202615 |
V(Y[t],d=3,D=1) | 0.183476190476191 | Range | 1.5 | Trim Var. | 0.102647058823530 |
V(Y[t],d=0,D=2) | 0.0329545454545455 | Range | 0.500000000000002 | Trim Var. | 0.0262222222222223 |
V(Y[t],d=1,D=2) | 0.048909090909091 | Range | 0.700000000000001 | Trim Var. | 0.0299999999999999 |
V(Y[t],d=2,D=2) | 0.148444444444445 | Range | 1.20000000000000 | Trim Var. | 0.0857142857142855 |
V(Y[t],d=3,D=2) | 0.530000000000001 | Range | 2.20000000000000 | Trim Var. | 0.295714285714286 |