Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.716056497175141 | Range | 3.2 | Trim Var. | 0.440886123680241 |
V(Y[t],d=1,D=0) | 0.153711279953244 | Range | 2.8 | Trim Var. | 0.0434803921568627 |
V(Y[t],d=2,D=0) | 0.298418027828191 | Range | 3.1 | Trim Var. | 0.125037707390648 |
V(Y[t],d=3,D=0) | 0.888007518796992 | Range | 5.1 | Trim Var. | 0.395466666666666 |
V(Y[t],d=0,D=1) | 0.252180851063830 | Range | 1.9 | Trim Var. | 0.160060975609756 |
V(Y[t],d=1,D=1) | 0.138788159111933 | Range | 2.1 | Trim Var. | 0.0432560975609756 |
V(Y[t],d=2,D=1) | 0.284 | Range | 2.20000000000000 | Trim Var. | 0.182564102564102 |
V(Y[t],d=3,D=1) | 0.85179797979798 | Range | 4 | Trim Var. | 0.51944669365722 |
V(Y[t],d=0,D=2) | 0.345928571428571 | Range | 2.4 | Trim Var. | 0.208225806451613 |
V(Y[t],d=1,D=2) | 0.395764705882353 | Range | 3.7 | Trim Var. | 0.120064516129032 |
V(Y[t],d=2,D=2) | 0.813021390374332 | Range | 3.9 | Trim Var. | 0.431871921182266 |
V(Y[t],d=3,D=2) | 2.45734848484849 | Range | 7 | Trim Var. | 1.45741379310345 |