Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.194439887640450 | Range | 2.2 | Trim Var. | 0.128870334307043 |
V(Y[t],d=1,D=0) | 0.0819424764890283 | Range | 2.12 | Trim Var. | 0.0308045954045954 |
V(Y[t],d=2,D=0) | 0.205794092488640 | Range | 3.73 | Trim Var. | 0.0825384825700616 |
V(Y[t],d=3,D=0) | 0.65165876880985 | Range | 6.12 | Trim Var. | 0.284760052631579 |
V(Y[t],d=0,D=1) | 0.301619343814081 | Range | 2.38 | Trim Var. | 0.199946078431373 |
V(Y[t],d=1,D=1) | 0.102462228070175 | Range | 2.77 | Trim Var. | 0.0383046132971506 |
V(Y[t],d=2,D=1) | 0.228785657657658 | Range | 3.42 | Trim Var. | 0.0929369968340118 |
V(Y[t],d=3,D=1) | 0.662838652350981 | Range | 5.54 | Trim Var. | 0.268312354312354 |
V(Y[t],d=0,D=2) | 0.831826778846154 | Range | 3.96 | Trim Var. | 0.519121679197995 |
V(Y[t],d=1,D=2) | 0.290561011904762 | Range | 3.83 | Trim Var. | 0.112288798701299 |
V(Y[t],d=2,D=2) | 0.598125396825397 | Range | 5.54 | Trim Var. | 0.213249966329966 |
V(Y[t],d=3,D=2) | 1.69037749867795 | Range | 9.25 | Trim Var. | 0.637095038434661 |