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) | 0.0107853872053872 | Range | 0.630000000000003 | Trim Var. | 0.00450053191489359 |
V(Y[t],d=1,D=1) | 0.0201168413696714 | Range | 0.839999999999996 | Trim Var. | 0.0105503546099290 |
V(Y[t],d=2,D=1) | 0.061248040638606 | Range | 1.41999999999999 | Trim Var. | 0.0325813135985193 |
V(Y[t],d=3,D=1) | 0.204491214177976 | Range | 2.63999999999998 | Trim Var. | 0.099106521739129 |
V(Y[t],d=0,D=2) | 0.0201168413696714 | Range | 0.839999999999996 | Trim Var. | 0.0105503546099290 |
V(Y[t],d=1,D=2) | 0.061248040638606 | Range | 1.41999999999999 | Trim Var. | 0.0325813135985193 |
V(Y[t],d=2,D=2) | 0.204491214177976 | Range | 2.63999999999998 | Trim Var. | 0.099106521739129 |
V(Y[t],d=3,D=2) | 0.712286588235285 | Range | 4.81999999999996 | Trim Var. | 0.358027070707066 |