Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 140.990562576208 | Range | 40.11 | Trim Var. | 113.745110405157 |
V(Y[t],d=1,D=0) | 0.118638227180928 | Range | 2.12000000000000 | Trim Var. | 0.0644807750904599 |
V(Y[t],d=2,D=0) | 0.215732796019902 | Range | 2.43000000000001 | Trim Var. | 0.137497049777165 |
V(Y[t],d=3,D=0) | 0.636322389447242 | Range | 4.37000000000000 | Trim Var. | 0.411783423339544 |
V(Y[t],d=0,D=1) | 1.99237715073023 | Range | 8.57999999999998 | Trim Var. | 0.715444733402133 |
V(Y[t],d=1,D=1) | 0.199383581175159 | Range | 3.06999999999996 | Trim Var. | 0.0965778245736163 |
V(Y[t],d=2,D=1) | 0.319324862096136 | Range | 3.05999999999995 | Trim Var. | 0.177247907861369 |
V(Y[t],d=3,D=1) | 0.961592977016717 | Range | 5.82999999999984 | Trim Var. | 0.524188066723689 |
V(Y[t],d=0,D=2) | 5.23856180402989 | Range | 14.19 | Trim Var. | 1.60240051242236 |
V(Y[t],d=1,D=2) | 0.640106497175138 | Range | 5.91999999999993 | Trim Var. | 0.298980876572325 |
V(Y[t],d=2,D=2) | 1.02195050077040 | Range | 5.77999999999994 | Trim Var. | 0.582126224026748 |
V(Y[t],d=3,D=2) | 3.08982836363632 | Range | 10.5299999999998 | Trim Var. | 1.63286113037168 |