Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.621872370266479 | Range | 3.2 | Trim Var. | 0.422940603700097 |
V(Y[t],d=1,D=0) | 0.119775441949355 | Range | 2.8 | Trim Var. | 0.0388456790123456 |
V(Y[t],d=2,D=0) | 0.22610989010989 | Range | 3.1 | Trim Var. | 0.0882136075949366 |
V(Y[t],d=3,D=0) | 0.658058676654182 | Range | 5.1 | Trim Var. | 0.283542721518987 |
V(Y[t],d=0,D=1) | 0.403327160493827 | Range | 2.5 | Trim Var. | 0.28312676056338 |
V(Y[t],d=1,D=1) | 0.127537974683544 | Range | 2.2 | Trim Var. | 0.045193661971831 |
V(Y[t],d=2,D=1) | 0.255241804608893 | Range | 2.4 | Trim Var. | 0.167855130784708 |
V(Y[t],d=3,D=1) | 0.74986346986347 | Range | 4 | Trim Var. | 0.467662525879917 |
V(Y[t],d=0,D=2) | 0.735170502983802 | Range | 3.7 | Trim Var. | 0.384885245901639 |
V(Y[t],d=1,D=2) | 0.338340649692713 | Range | 3.7 | Trim Var. | 0.0719661016949151 |
V(Y[t],d=2,D=2) | 0.686969696969697 | Range | 4 | Trim Var. | 0.364295733489187 |
V(Y[t],d=3,D=2) | 2.0268648018648 | Range | 7 | Trim Var. | 1.00998487598306 |