Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.342589969209040 | Range | 1.917 | Trim Var. | 0.288172689378057 |
V(Y[t],d=1,D=0) | 0.0114441163062536 | Range | 0.476 | Trim Var. | 0.00720127068214804 |
V(Y[t],d=2,D=0) | 0.0146543049001815 | Range | 0.56 | Trim Var. | 0.00848517760180995 |
V(Y[t],d=3,D=0) | 0.0449445958646616 | Range | 1.00600000000000 | Trim Var. | 0.0258898525490196 |
V(Y[t],d=0,D=1) | 0.621708878989362 | Range | 2.809 | Trim Var. | 0.440662653310105 |
V(Y[t],d=1,D=1) | 0.0190639176688251 | Range | 0.683 | Trim Var. | 0.0100870451219512 |
V(Y[t],d=2,D=1) | 0.0299121763285024 | Range | 0.892999999999999 | Trim Var. | 0.0147813743589743 |
V(Y[t],d=3,D=1) | 0.0876679313131312 | Range | 1.73700000000000 | Trim Var. | 0.0381140782726046 |
V(Y[t],d=0,D=2) | 0.229090999206349 | Range | 1.757 | Trim Var. | 0.168939692540323 |
V(Y[t],d=1,D=2) | 0.0553846336134453 | Range | 1.069 | Trim Var. | 0.0319461462365591 |
V(Y[t],d=2,D=2) | 0.0781458110516933 | Range | 1.23700000000000 | Trim Var. | 0.0475175448275861 |
V(Y[t],d=3,D=2) | 0.204045246212121 | Range | 1.90500000000000 | Trim Var. | 0.119884066502463 |