Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 7.01460250391236 | Range | 8.1 | Trim Var. | 5.68488348457350 |
V(Y[t],d=1,D=0) | 0.349704507042253 | Range | 4.62 | Trim Var. | 0.00898387096774195 |
V(Y[t],d=2,D=0) | 0.73579420289855 | Range | 7.84 | Trim Var. | 0.0590688524590165 |
V(Y[t],d=3,D=0) | 2.2393 | Range | 11.76 | Trim Var. | 0.268093442622951 |
V(Y[t],d=0,D=1) | 2.85231556497175 | Range | 5.74000000000001 | Trim Var. | 1.78663759183673 |
V(Y[t],d=1,D=1) | 0.671040794856809 | Range | 7.51 | Trim Var. | 0.0382720609579102 |
V(Y[t],d=2,D=1) | 1.40514385964912 | Range | 7.91000000000001 | Trim Var. | 0.260043250377073 |
V(Y[t],d=3,D=1) | 4.29313928571429 | Range | 15.0900000000000 | Trim Var. | 1.04176020408163 |
V(Y[t],d=0,D=2) | 8.5853198138298 | Range | 10.4100000000000 | Trim Var. | 5.45441634615385 |
V(Y[t],d=1,D=2) | 2.09739750231267 | Range | 11.43 | Trim Var. | 0.124350975609756 |
V(Y[t],d=2,D=2) | 4.44456661835749 | Range | 15.0900000000000 | Trim Var. | 0.847213076923071 |
V(Y[t],d=3,D=2) | 13.6879997979798 | Range | 23.0700000000000 | Trim Var. | 3.91443657219973 |