Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.197322404371585 | Range | 1.9 | Trim Var. | 0.103399822695035 |
V(Y[t],d=1,D=0) | 0.120844632768361 | Range | 2.8 | Trim Var. | 0.0331516422082459 |
V(Y[t],d=2,D=0) | 0.217229690239626 | Range | 2.9 | Trim Var. | 0.0930624092888242 |
V(Y[t],d=3,D=0) | 0.601781609195401 | Range | 5.1 | Trim Var. | 0.278250377073906 |
V(Y[t],d=0,D=1) | 0.256768707482993 | Range | 1.7 | Trim Var. | 0.201528239202658 |
V(Y[t],d=1,D=1) | 0.130195035460993 | Range | 2.1 | Trim Var. | 0.0357259001161440 |
V(Y[t],d=2,D=1) | 0.259491211840888 | Range | 2.20000000000000 | Trim Var. | 0.156902439024390 |
V(Y[t],d=3,D=1) | 0.755096618357488 | Range | 4 | Trim Var. | 0.421435897435898 |
V(Y[t],d=0,D=2) | 0.366381381381381 | Range | 2.4 | Trim Var. | 0.235018939393939 |
V(Y[t],d=1,D=2) | 0.350563492063492 | Range | 3.7 | Trim Var. | 0.0865221774193549 |
V(Y[t],d=2,D=2) | 0.633058823529411 | Range | 3.9 | Trim Var. | 0.229896551724137 |
V(Y[t],d=3,D=2) | 1.71105169340463 | Range | 7 | Trim Var. | 0.678724137931034 |