Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.83426042372881 | Range | 4.2 | Trim Var. | 1.52923553459119 |
V(Y[t],d=1,D=0) | 0.0106517241379308 | Range | 0.469999999999999 | Trim Var. | 0.00626798642533914 |
V(Y[t],d=2,D=0) | 0.0141840290381123 | Range | 0.599999999999994 | Trim Var. | 0.00739709653091992 |
V(Y[t],d=3,D=0) | 0.0340107769423556 | Range | 0.810000000000002 | Trim Var. | 0.0198491764705881 |
V(Y[t],d=0,D=1) | 0.15122109929078 | Range | 1.35000000000001 | Trim Var. | 0.108664634146341 |
V(Y[t],d=1,D=1) | 0.0086515263644773 | Range | 0.450000000000003 | Trim Var. | 0.0038578048780485 |
V(Y[t],d=2,D=1) | 0.021919855072464 | Range | 0.780000000000015 | Trim Var. | 0.0106307692307693 |
V(Y[t],d=3,D=1) | 0.0703740404040423 | Range | 1.42000000000004 | Trim Var. | 0.0341572199730094 |
V(Y[t],d=0,D=2) | 0.0323532539682536 | Range | 0.929999999999993 | Trim Var. | 0.0152426411290323 |
V(Y[t],d=1,D=2) | 0.0235137815126051 | Range | 0.810000000000016 | Trim Var. | 0.0101556989247306 |
V(Y[t],d=2,D=2) | 0.0685537433155097 | Range | 1.27000000000005 | Trim Var. | 0.0363581609195394 |
V(Y[t],d=3,D=2) | 0.229724621212131 | Range | 2.27000000000011 | Trim Var. | 0.128638177339901 |