Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.260148530076888 | Range | 1.3 | Trim Var. | 0.234644360902256 |
V(Y[t],d=1,D=0) | 0.0233392074592075 | Range | 1.16 | Trim Var. | 0.000890876623376624 |
V(Y[t],d=2,D=0) | 0.0461217788461538 | Range | 2.04 | Trim Var. | 0.00164116541353383 |
V(Y[t],d=3,D=0) | 0.136958730158730 | Range | 3.12 | Trim Var. | 0.00792 |
V(Y[t],d=0,D=1) | 0.211269225589226 | Range | 1.52 | Trim Var. | 0.154421099290780 |
V(Y[t],d=1,D=1) | 0.0414680992313068 | Range | 2.02 | Trim Var. | 0.00168067375886525 |
V(Y[t],d=2,D=1) | 0.0826037010159652 | Range | 2.05 | Trim Var. | 0.00149000925069380 |
V(Y[t],d=3,D=1) | 0.255909200603318 | Range | 4.05 | Trim Var. | 0.0110798067632850 |
V(Y[t],d=0,D=2) | 0.633334551495017 | Range | 2.56 | Trim Var. | 0.477652102102102 |
V(Y[t],d=1,D=2) | 0.129956097560976 | Range | 3.01 | Trim Var. | 0.00430373015873016 |
V(Y[t],d=2,D=2) | 0.259871097560976 | Range | 4.05 | Trim Var. | 0.00362638655462185 |
V(Y[t],d=3,D=2) | 0.81254608974359 | Range | 6.2 | Trim Var. | 0.157012063492063 |