Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.411649717514124 | Range | 2.3 | Trim Var. | 0.289058823529412 |
V(Y[t],d=1,D=0) | 0.139684395090590 | Range | 1.8 | Trim Var. | 0.0690816326530612 |
V(Y[t],d=2,D=0) | 0.300338777979431 | Range | 2.3 | Trim Var. | 0.201161387631976 |
V(Y[t],d=3,D=0) | 0.884743107769423 | Range | 3.9 | Trim Var. | 0.612587755102041 |
V(Y[t],d=0,D=1) | 0.86950354609929 | Range | 4 | Trim Var. | 0.521609756097561 |
V(Y[t],d=1,D=1) | 0.451517113783534 | Range | 2.8 | Trim Var. | 0.264109756097561 |
V(Y[t],d=2,D=1) | 1.04085024154589 | Range | 4.1 | Trim Var. | 0.651121794871795 |
V(Y[t],d=3,D=1) | 3.1760101010101 | Range | 6.9 | Trim Var. | 2.21879892037787 |
V(Y[t],d=0,D=2) | 1.52027777777778 | Range | 5.1 | Trim Var. | 0.976129032258065 |
V(Y[t],d=1,D=2) | 1.43339495798319 | Range | 4.9 | Trim Var. | 0.80851724137931 |
V(Y[t],d=2,D=2) | 3.56977718360071 | Range | 7 | Trim Var. | 2.38326436781609 |
V(Y[t],d=3,D=2) | 11.3542613636364 | Range | 12.4 | Trim Var. | 8.37327586206897 |