Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.552814945226917 | Range | 3.7 | Trim Var. | 0.33265873015873 |
V(Y[t],d=1,D=0) | 0.256885311871227 | Range | 3.1 | Trim Var. | 0.101123744050767 |
V(Y[t],d=2,D=0) | 0.529360248447205 | Range | 5 | Trim Var. | 0.234225277630883 |
V(Y[t],d=3,D=0) | 1.55872122762148 | Range | 9.4 | Trim Var. | 0.63420218579235 |
V(Y[t],d=0,D=1) | 0.97535593220339 | Range | 4.6 | Trim Var. | 0.631296296296296 |
V(Y[t],d=1,D=1) | 0.615721800116891 | Range | 3.4 | Trim Var. | 0.382177068214804 |
V(Y[t],d=2,D=1) | 1.27763157894737 | Range | 5.4 | Trim Var. | 0.696156462585034 |
V(Y[t],d=3,D=1) | 3.76135338345865 | Range | 9.2 | Trim Var. | 2.31212549019608 |
V(Y[t],d=0,D=2) | 1.77595744680851 | Range | 5.7 | Trim Var. | 1.08430313588850 |
V(Y[t],d=1,D=2) | 1.66004625346901 | Range | 5.5 | Trim Var. | 1.00669512195122 |
V(Y[t],d=2,D=2) | 3.73671980676328 | Range | 8.1 | Trim Var. | 2.18789102564103 |
V(Y[t],d=3,D=2) | 11.3708585858586 | Range | 13.7 | Trim Var. | 7.22611336032389 |