Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.235525423728813 | Range | 2.2 | Trim Var. | 0.151226415094340 |
V(Y[t],d=1,D=0) | 0.119129164231443 | Range | 2.8 | Trim Var. | 0.031298984034833 |
V(Y[t],d=2,D=0) | 0.202407743496672 | Range | 2.9 | Trim Var. | 0.0769645550527902 |
V(Y[t],d=3,D=0) | 0.545307017543859 | Range | 5.1 | Trim Var. | 0.229882352941176 |
V(Y[t],d=0,D=1) | 0.252322695035461 | Range | 1.7 | Trim Var. | 0.164378048780488 |
V(Y[t],d=1,D=1) | 0.131609620721554 | Range | 2.1 | Trim Var. | 0.0350121951219512 |
V(Y[t],d=2,D=1) | 0.264888888888889 | Range | 2.20000000000000 | Trim Var. | 0.160512820512820 |
V(Y[t],d=3,D=1) | 0.783161616161616 | Range | 4 | Trim Var. | 0.444993252361673 |
V(Y[t],d=0,D=2) | 0.367873015873016 | Range | 2.4 | Trim Var. | 0.232006048387097 |
V(Y[t],d=1,D=2) | 0.357613445378151 | Range | 3.7 | Trim Var. | 0.085956989247312 |
V(Y[t],d=2,D=2) | 0.699081996434937 | Range | 3.9 | Trim Var. | 0.298226600985221 |
V(Y[t],d=3,D=2) | 2.04153409090909 | Range | 7 | Trim Var. | 1.02100985221675 |