Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.230729775910364 | Range | 2.41 | Trim Var. | 0.146486486486486 |
V(Y[t],d=1,D=0) | 0.0459912076878944 | Range | 1.12 | Trim Var. | 0.0224137747336378 |
V(Y[t],d=2,D=0) | 0.0729181604466647 | Range | 1.52 | Trim Var. | 0.0353247716894977 |
V(Y[t],d=3,D=0) | 0.177910027100271 | Range | 2 | Trim Var. | 0.094983548513302 |
V(Y[t],d=0,D=1) | 0.390399543378996 | Range | 3 | Trim Var. | 0.218669086538462 |
V(Y[t],d=1,D=1) | 0.117620168231612 | Range | 1.79 | Trim Var. | 0.0528920634920635 |
V(Y[t],d=2,D=1) | 0.181220845070422 | Range | 2.19 | Trim Var. | 0.0923221198156682 |
V(Y[t],d=3,D=1) | 0.443658819875776 | Range | 3.19 | Trim Var. | 0.238959703860391 |
V(Y[t],d=0,D=2) | 1.13423551912568 | Range | 5.13 | Trim Var. | 0.631473657474601 |
V(Y[t],d=1,D=2) | 0.411391497175141 | Range | 3.07 | Trim Var. | 0.237444619147449 |
V(Y[t],d=2,D=2) | 0.598308007013442 | Range | 3.92 | Trim Var. | 0.322365747460087 |
V(Y[t],d=3,D=2) | 1.41923245614035 | Range | 5.4 | Trim Var. | 0.837503469079939 |