Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 25.1127817671809 | Range | 16.53 | Trim Var. | 20.3965066118131 |
V(Y[t],d=1,D=0) | 0.0450383540372672 | Range | 1.96000000000001 | Trim Var. | 0.00645445648900942 |
V(Y[t],d=2,D=0) | 0.0897079853479857 | Range | 3.56 | Trim Var. | 0.0109289715189875 |
V(Y[t],d=3,D=0) | 0.265864719101125 | Range | 5.49 | Trim Var. | 0.0383561867088621 |
V(Y[t],d=0,D=1) | 0.366023086419753 | Range | 2.26000000000001 | Trim Var. | 0.240700845070421 |
V(Y[t],d=1,D=1) | 0.0686374050632913 | Range | 3.06 | Trim Var. | 0.00706195226917077 |
V(Y[t],d=2,D=1) | 0.145903343070432 | Range | 3.31999999999999 | Trim Var. | 0.0184996780684103 |
V(Y[t],d=3,D=1) | 0.447771628371628 | Range | 6.22 | Trim Var. | 0.0645266252587987 |
V(Y[t],d=0,D=2) | 0.95002344416027 | Range | 3.92999999999999 | Trim Var. | 0.606278306010928 |
V(Y[t],d=1,D=2) | 0.191851887620720 | Range | 4.42 | Trim Var. | 0.0197675423728814 |
V(Y[t],d=2,D=2) | 0.414105924920851 | Range | 6.22 | Trim Var. | 0.052407597895967 |
V(Y[t],d=3,D=2) | 1.28785118881119 | Range | 9.74999999999997 | Trim Var. | 0.191616001209922 |