Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.596087662337662 | Range | 2.57 | Trim Var. | 0.460328231292517 |
V(Y[t],d=1,D=0) | 0.0107853872053872 | Range | 0.630000000000003 | Trim Var. | 0.00450053191489359 |
V(Y[t],d=2,D=0) | 0.0201168413696714 | Range | 0.839999999999996 | Trim Var. | 0.0105503546099290 |
V(Y[t],d=3,D=0) | 0.061248040638606 | Range | 1.41999999999999 | Trim Var. | 0.0325813135985193 |
V(Y[t],d=0,D=1) | 0.238274154334038 | Range | 1.71 | Trim Var. | 0.171620483641535 |
V(Y[t],d=1,D=1) | 0.0256874861572536 | Range | 0.819999999999993 | Trim Var. | 0.0115270270270271 |
V(Y[t],d=2,D=1) | 0.0396009872241577 | Range | 0.97999999999999 | Trim Var. | 0.0200084920634924 |
V(Y[t],d=3,D=1) | 0.119676097560975 | Range | 1.92999999999998 | Trim Var. | 0.0465705882352948 |
V(Y[t],d=0,D=2) | 0.516 | Range | 2.49 | Trim Var. | 0.368248717948718 |
V(Y[t],d=1,D=2) | 0.0792531182795699 | Range | 1.30000000000000 | Trim Var. | 0.0320307692307697 |
V(Y[t],d=2,D=2) | 0.105632298850574 | Range | 1.48999999999998 | Trim Var. | 0.0522758461538474 |
V(Y[t],d=3,D=2) | 0.298949507389162 | Range | 2.72999999999995 | Trim Var. | 0.108299000000004 |