Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.63427885147059 | Range | 6.829 | Trim Var. | 2.1312523477847 |
V(Y[t],d=1,D=0) | 1.42143512647771 | Range | 6.45 | Trim Var. | 0.84513875101393 |
V(Y[t],d=2,D=0) | 2.49858856207446 | Range | 9.608 | Trim Var. | 1.45576463180593 |
V(Y[t],d=3,D=0) | 7.38062645372826 | Range | 17.322 | Trim Var. | 4.23593069285714 |
V(Y[t],d=0,D=1) | 0.265953099342333 | Range | 4.255 | Trim Var. | 0.0754799867324561 |
V(Y[t],d=1,D=1) | 0.717700931052724 | Range | 7.204 | Trim Var. | 0.179234101455767 |
V(Y[t],d=2,D=1) | 2.34491824402516 | Range | 11.887 | Trim Var. | 0.600370859871883 |
V(Y[t],d=3,D=1) | 8.04580251336996 | Range | 23.525 | Trim Var. | 2.20931367064049 |
V(Y[t],d=0,D=2) | 0.631314789364035 | Range | 6.727 | Trim Var. | 0.181808087688098 |
V(Y[t],d=1,D=2) | 1.75218020559910 | Range | 11.761 | Trim Var. | 0.406621943137255 |
V(Y[t],d=2,D=2) | 5.60833666483642 | Range | 19.791 | Trim Var. | 1.36323903212851 |
V(Y[t],d=3,D=2) | 18.9668835848527 | Range | 38.149 | Trim Var. | 4.88495733617396 |