Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.562321802353756 | Range | 3.368 | Trim Var. | 0.367698767982456 |
V(Y[t],d=1,D=0) | 0.442349768118498 | Range | 3.486 | Trim Var. | 0.2551208268757 |
V(Y[t],d=2,D=0) | 1.32413362524708 | Range | 5.874 | Trim Var. | 0.79618136993823 |
V(Y[t],d=3,D=0) | 4.34611228809524 | Range | 10.543 | Trim Var. | 2.60046350794764 |
V(Y[t],d=0,D=1) | 0.456230638486842 | Range | 3.388 | Trim Var. | 0.27770739876881 |
V(Y[t],d=1,D=1) | 0.606240684658455 | Range | 3.822 | Trim Var. | 0.390630616806723 |
V(Y[t],d=2,D=1) | 1.75262322271791 | Range | 7.397 | Trim Var. | 1.06225745080321 |
V(Y[t],d=3,D=1) | 5.72981185507247 | Range | 12.824 | Trim Var. | 3.5166257607993 |
V(Y[t],d=0,D=2) | 1.11411043717728 | Range | 4.842 | Trim Var. | 0.676046966493891 |
V(Y[t],d=1,D=2) | 1.61118504907435 | Range | 6.569 | Trim Var. | 0.939913069254186 |
V(Y[t],d=2,D=2) | 4.43629545031617 | Range | 11.822 | Trim Var. | 2.47073764241002 |
V(Y[t],d=3,D=2) | 14.0358010993827 | Range | 21.073 | Trim Var. | 7.23951918712274 |