Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.21219209039548 | Range | 2 | Trim Var. | 0.119950980392157 |
V(Y[t],d=1,D=0) | 0.118778492109877 | Range | 2.8 | Trim Var. | 0.0310159651669085 |
V(Y[t],d=2,D=0) | 0.202407743496672 | Range | 2.9 | Trim Var. | 0.0769645550527902 |
V(Y[t],d=3,D=0) | 0.548032581453633 | Range | 5.1 | Trim Var. | 0.233137254901960 |
V(Y[t],d=0,D=1) | 0.244889184397163 | Range | 1.7 | Trim Var. | 0.161304878048780 |
V(Y[t],d=1,D=1) | 0.131609620721554 | Range | 2.1 | Trim Var. | 0.0350121951219512 |
V(Y[t],d=2,D=1) | 0.262845410628019 | Range | 2.20000000000000 | Trim Var. | 0.158147435897436 |
V(Y[t],d=3,D=1) | 0.779767676767677 | Range | 4 | Trim Var. | 0.440944669365722 |
V(Y[t],d=0,D=2) | 0.36865873015873 | Range | 2.4 | Trim Var. | 0.232741935483871 |
V(Y[t],d=1,D=2) | 0.357932773109243 | Range | 3.7 | Trim Var. | 0.086236559139785 |
V(Y[t],d=2,D=2) | 0.695374331550802 | Range | 3.9 | Trim Var. | 0.294482758620689 |
V(Y[t],d=3,D=2) | 2.03132575757576 | Range | 7 | Trim Var. | 1.01071428571429 |