Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 7.2576434859155 | Range | 8.94000000000001 | Trim Var. | 5.66471307043651 |
V(Y[t],d=1,D=0) | 0.0656587927565391 | Range | 1.92999999999999 | Trim Var. | 0.0170779781420766 |
V(Y[t],d=2,D=0) | 0.131865755693582 | Range | 2.61999999999998 | Trim Var. | 0.0619740877842415 |
V(Y[t],d=3,D=0) | 0.387509633418585 | Range | 3.82999999999997 | Trim Var. | 0.18929836065574 |
V(Y[t],d=0,D=1) | 0.772859293785311 | Range | 3.30999999999999 | Trim Var. | 0.587357407407408 |
V(Y[t],d=1,D=1) | 0.142227469316190 | Range | 2.83999999999999 | Trim Var. | 0.0328254716981135 |
V(Y[t],d=2,D=1) | 0.307471657592258 | Range | 3.59999999999998 | Trim Var. | 0.131640535444950 |
V(Y[t],d=3,D=1) | 0.946927819548878 | Range | 5.73999999999998 | Trim Var. | 0.465249176470593 |
V(Y[t],d=0,D=2) | 1.21675598404256 | Range | 3.75999999999999 | Trim Var. | 0.885088792102212 |
V(Y[t],d=1,D=2) | 0.43288001850139 | Range | 4.7 | Trim Var. | 0.0747674390243906 |
V(Y[t],d=2,D=2) | 0.915428260869573 | Range | 5.60999999999999 | Trim Var. | 0.358736858974366 |
V(Y[t],d=3,D=2) | 2.79006191919195 | Range | 9.65000000000002 | Trim Var. | 1.24911430499328 |