Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.31296803652968 | Range | 4.5 | Trim Var. | 0.877418154761904 |
V(Y[t],d=1,D=0) | 0.465532081377152 | Range | 3.90000000000001 | Trim Var. | 0.208888888888889 |
V(Y[t],d=2,D=0) | 1.16111066398390 | Range | 6.00000000000001 | Trim Var. | 0.592846902201742 |
V(Y[t],d=3,D=0) | 3.70634368530021 | Range | 11.9000000000000 | Trim Var. | 1.85292702273929 |
V(Y[t],d=0,D=1) | 1.41716393442623 | Range | 4.89999999999999 | Trim Var. | 0.870544267053703 |
V(Y[t],d=1,D=1) | 0.672370056497174 | Range | 4.3 | Trim Var. | 0.346642208245982 |
V(Y[t],d=2,D=1) | 1.93430157802454 | Range | 7.09999999999998 | Trim Var. | 1.08898403483309 |
V(Y[t],d=3,D=1) | 6.54480641258316 | Range | 13.9000000000000 | Trim Var. | 3.4566628959276 |
V(Y[t],d=0,D=2) | 2.37409863945579 | Range | 5.80000000000001 | Trim Var. | 1.60339977851606 |
V(Y[t],d=1,D=2) | 2.11787234042553 | Range | 6.79999999999997 | Trim Var. | 1.06945993031359 |
V(Y[t],d=2,D=2) | 6.56994449583717 | Range | 12.2000000000000 | Trim Var. | 3.31401219512195 |
V(Y[t],d=3,D=2) | 22.8045410628019 | Range | 22.4999999999999 | Trim Var. | 10.6789679487179 |