Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 30.6017712348954 | Range | 17.83 | Trim Var. | 25.8081103324349 |
V(Y[t],d=1,D=0) | 0.0645706146926537 | Range | 1.14999999999999 | Trim Var. | 0.0435182972367437 |
V(Y[t],d=2,D=0) | 0.126825827612510 | Range | 1.64 | Trim Var. | 0.0891665742574253 |
V(Y[t],d=3,D=0) | 0.38064999223723 | Range | 2.94999999999997 | Trim Var. | 0.268440613473112 |
V(Y[t],d=0,D=1) | 0.417585567765568 | Range | 2.58999999999999 | Trim Var. | 0.287127806975634 |
V(Y[t],d=1,D=1) | 0.10073180545183 | Range | 1.59000000000000 | Trim Var. | 0.0575057333970379 |
V(Y[t],d=2,D=1) | 0.206960765276985 | Range | 2.13000000000001 | Trim Var. | 0.12353032967033 |
V(Y[t],d=3,D=1) | 0.597114113764316 | Range | 3.63000000000000 | Trim Var. | 0.404102421972534 |
V(Y[t],d=0,D=2) | 0.893806404862085 | Range | 3.88999999999999 | Trim Var. | 0.61020443726124 |
V(Y[t],d=1,D=2) | 0.325401051122791 | Range | 2.57000000000001 | Trim Var. | 0.207996266184885 |
V(Y[t],d=2,D=2) | 0.703049059829059 | Range | 3.84000000000002 | Trim Var. | 0.439592345679012 |
V(Y[t],d=3,D=2) | 2.04689539325842 | Range | 6.45000000000003 | Trim Var. | 1.43643569620253 |