Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.739035250463822 | Range | 3.1 | Trim Var. | 0.538212038303694 |
V(Y[t],d=1,D=0) | 0.106698926993478 | Range | 2.5 | Trim Var. | 0.0302181295715778 |
V(Y[t],d=2,D=0) | 0.210103092783505 | Range | 2.9 | Trim Var. | 0.0855600106923283 |
V(Y[t],d=3,D=0) | 0.642105263157895 | Range | 4.9 | Trim Var. | 0.285274965800274 |
V(Y[t],d=0,D=1) | 0.622191927292168 | Range | 2.9 | Trim Var. | 0.430848554033485 |
V(Y[t],d=1,D=1) | 0.148186046511628 | Range | 2.4 | Trim Var. | 0.0367719298245614 |
V(Y[t],d=2,D=1) | 0.283719887955182 | Range | 2.7 | Trim Var. | 0.146605405405405 |
V(Y[t],d=3,D=1) | 0.822172977624785 | Range | 5 | Trim Var. | 0.397778600518327 |
V(Y[t],d=0,D=2) | 1.13125405405405 | Range | 4.4 | Trim Var. | 0.764957033016734 |
V(Y[t],d=1,D=2) | 0.350975564605702 | Range | 4.2 | Trim Var. | 0.0874032634032634 |
V(Y[t],d=2,D=2) | 0.683614916286149 | Range | 5 | Trim Var. | 0.331096153846154 |
V(Y[t],d=3,D=2) | 1.98685250391236 | Range | 8.1 | Trim Var. | 0.962001488095238 |