Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 14.9759953947368 | Range | 12.79 | Trim Var. | 12.1927118604651 |
V(Y[t],d=1,D=0) | 0.0746783202687567 | Range | 2.74999999999999 | Trim Var. | 0.0194658830443729 |
V(Y[t],d=2,D=0) | 0.154374708304735 | Range | 2.94999999999999 | Trim Var. | 0.05560149168101 |
V(Y[t],d=3,D=0) | 0.454044834034593 | Range | 5.56999999999996 | Trim Var. | 0.181924860417279 |
V(Y[t],d=0,D=1) | 0.639032128514055 | Range | 3.25999999999999 | Trim Var. | 0.42384022584228 |
V(Y[t],d=1,D=1) | 0.143585130766969 | Range | 3.40999999999998 | Trim Var. | 0.0282837899543379 |
V(Y[t],d=2,D=1) | 0.304482339656728 | Range | 3.63999999999997 | Trim Var. | 0.0955079029733968 |
V(Y[t],d=3,D=1) | 0.921571944444438 | Range | 7.03999999999996 | Trim Var. | 0.343233199195171 |
V(Y[t],d=0,D=2) | 1.21251531690141 | Range | 3.69999999999997 | Trim Var. | 0.957376165674602 |
V(Y[t],d=1,D=2) | 0.357724909456739 | Range | 4.57999999999997 | Trim Var. | 0.0865304659498206 |
V(Y[t],d=2,D=2) | 0.750910993788813 | Range | 5.60999999999999 | Trim Var. | 0.346380962453725 |
V(Y[t],d=3,D=2) | 2.27418418584823 | Range | 9.30999999999992 | Trim Var. | 1.13432666666665 |