Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 69.6828169014085 | Range | 28.2 | Trim Var. | 49.3179617486339 |
V(Y[t],d=1,D=0) | 0.0754205231388341 | Range | 1.30000000000001 | Trim Var. | 0.0454377880184341 |
V(Y[t],d=2,D=0) | 0.128952380952385 | Range | 1.40000000000003 | Trim Var. | 0.0689378531073466 |
V(Y[t],d=3,D=0) | 0.385144927536247 | Range | 2.50000000000006 | Trim Var. | 0.238403954802271 |
V(Y[t],d=0,D=1) | 0.681412429378535 | Range | 3.80000000000001 | Trim Var. | 0.446289308176102 |
V(Y[t],d=1,D=1) | 0.152781998831097 | Range | 1.90000000000003 | Trim Var. | 0.0883599419448502 |
V(Y[t],d=2,D=1) | 0.264709618874786 | Range | 2.50000000000003 | Trim Var. | 0.142937405731533 |
V(Y[t],d=3,D=1) | 0.795864661654183 | Range | 3.90000000000009 | Trim Var. | 0.516117647058858 |
V(Y[t],d=0,D=2) | 1.43627216312057 | Range | 5.50000000000003 | Trim Var. | 0.89048199767712 |
V(Y[t],d=1,D=2) | 0.3895004625347 | Range | 2.70000000000005 | Trim Var. | 0.208711538461545 |
V(Y[t],d=2,D=2) | 0.666859903381676 | Range | 3.60000000000002 | Trim Var. | 0.342814102564126 |
V(Y[t],d=3,D=2) | 1.92967676767688 | Range | 5.90000000000018 | Trim Var. | 1.06323886639684 |