Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.406471751412429 | Range | 2.3 | Trim Var. | 0.295245098039216 |
V(Y[t],d=1,D=0) | 0.134506136762127 | Range | 1.8 | Trim Var. | 0.0781349782293179 |
V(Y[t],d=2,D=0) | 0.28346037507562 | Range | 2.3 | Trim Var. | 0.165858823529412 |
V(Y[t],d=3,D=0) | 0.821315789473684 | Range | 3.9 | Trim Var. | 0.574737254901961 |
V(Y[t],d=0,D=1) | 0.884822695035461 | Range | 4 | Trim Var. | 0.542951219512195 |
V(Y[t],d=1,D=1) | 0.428621646623497 | Range | 2.8 | Trim Var. | 0.265756097560976 |
V(Y[t],d=2,D=1) | 0.981294685990338 | Range | 4.1 | Trim Var. | 0.584044871794872 |
V(Y[t],d=3,D=1) | 2.86491919191919 | Range | 6.9 | Trim Var. | 1.94130904183536 |
V(Y[t],d=0,D=2) | 2.02751587301587 | Range | 6.1 | Trim Var. | 1.23192540322581 |
V(Y[t],d=1,D=2) | 1.63361344537815 | Range | 5 | Trim Var. | 1.06286206896552 |
V(Y[t],d=2,D=2) | 3.87033868092692 | Range | 7 | Trim Var. | 2.72851724137931 |
V(Y[t],d=3,D=2) | 11.1768939393939 | Range | 12.5 | Trim Var. | 7.7021921182266 |