Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.438132768361582 | Range | 2.8 | Trim Var. | 0.273364705882353 |
V(Y[t],d=1,D=0) | 0.112238457042665 | Range | 1.8 | Trim Var. | 0.0557013574660633 |
V(Y[t],d=2,D=0) | 0.145362976406534 | Range | 1.8 | Trim Var. | 0.0801254901960784 |
V(Y[t],d=3,D=0) | 0.280864661654135 | Range | 2.8 | Trim Var. | 0.131122448979592 |
V(Y[t],d=0,D=1) | 0.703506205673759 | Range | 3 | Trim Var. | 0.52130081300813 |
V(Y[t],d=1,D=1) | 0.103755781683626 | Range | 1.5 | Trim Var. | 0.0455 |
V(Y[t],d=2,D=1) | 0.0984396135265701 | Range | 1.5 | Trim Var. | 0.0549679487179487 |
V(Y[t],d=3,D=1) | 0.164525252525253 | Range | 1.8 | Trim Var. | 0.0906207827260462 |
V(Y[t],d=0,D=2) | 1.08542063492064 | Range | 4 | Trim Var. | 0.710957661290323 |
V(Y[t],d=1,D=2) | 0.388201680672269 | Range | 2.5 | Trim Var. | 0.252903225806452 |
V(Y[t],d=2,D=2) | 0.336550802139038 | Range | 2.2 | Trim Var. | 0.223034482758621 |
V(Y[t],d=3,D=2) | 0.517462121212122 | Range | 3 | Trim Var. | 0.323497536945813 |