Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0685056497175141 | Range | 1.3 | Trim Var. | 0.0324122448979592 |
V(Y[t],d=1,D=0) | 0.136504967855056 | Range | 1.9 | Trim Var. | 0.0789477503628447 |
V(Y[t],d=2,D=0) | 0.391400483968542 | Range | 3.4 | Trim Var. | 0.187070135746606 |
V(Y[t],d=3,D=0) | 1.31677318295739 | Range | 5.9 | Trim Var. | 0.546404081632653 |
V(Y[t],d=0,D=1) | 0.0353014184397163 | Range | 0.9 | Trim Var. | 0.0181951219512195 |
V(Y[t],d=1,D=1) | 0.07104532839963 | Range | 1 | Trim Var. | 0.0349206349206349 |
V(Y[t],d=2,D=1) | 0.202937198067633 | Range | 1.8 | Trim Var. | 0.127624831309042 |
V(Y[t],d=3,D=1) | 0.66249494949495 | Range | 3.4 | Trim Var. | 0.390220483641536 |
V(Y[t],d=0,D=2) | 0.110253968253968 | Range | 1.5 | Trim Var. | 0.0642413793103448 |
V(Y[t],d=1,D=2) | 0.235294117647059 | Range | 1.7 | Trim Var. | 0.153103448275862 |
V(Y[t],d=2,D=2) | 0.701069518716578 | Range | 2.9 | Trim Var. | 0.494211822660098 |
V(Y[t],d=3,D=2) | 2.36068181818182 | Range | 5.5 | Trim Var. | 1.72519704433498 |