Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.203272405649718 | Range | 1.9 | Trim Var. | 0.138565331935709 |
V(Y[t],d=1,D=0) | 0.222470392168323 | Range | 2.19 | Trim Var. | 0.154063955732946 |
V(Y[t],d=2,D=0) | 0.481463166666667 | Range | 2.475 | Trim Var. | 0.381022471719457 |
V(Y[t],d=3,D=0) | 1.32961871491228 | Range | 4.167 | Trim Var. | 1.03405367843137 |
V(Y[t],d=0,D=1) | 0.111502622340426 | Range | 1.869 | Trim Var. | 0.058726880952381 |
V(Y[t],d=1,D=1) | 0.152138291396855 | Range | 1.792 | Trim Var. | 0.0838642975609755 |
V(Y[t],d=2,D=1) | 0.454068897101449 | Range | 3.068 | Trim Var. | 0.262867343589743 |
V(Y[t],d=3,D=1) | 1.46903575454545 | Range | 5.037 | Trim Var. | 0.862351325236166 |
V(Y[t],d=0,D=2) | 0.297802351587302 | Range | 2.256 | Trim Var. | 0.174837576612903 |
V(Y[t],d=1,D=2) | 0.393787063865546 | Range | 2.56 | Trim Var. | 0.233135922580645 |
V(Y[t],d=2,D=2) | 1.16751285650624 | Range | 4.77 | Trim Var. | 0.703640654022988 |
V(Y[t],d=3,D=2) | 3.63847773484848 | Range | 7.145 | Trim Var. | 2.38317618965517 |