Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.247461785714286 | Range | 1.93 | Trim Var. | 0.171246693877551 |
V(Y[t],d=1,D=0) | 0.00949562289562292 | Range | 0.51 | Trim Var. | 0.00488333333333334 |
V(Y[t],d=2,D=0) | 0.0283801886792453 | Range | 0.909999999999998 | Trim Var. | 0.013495035460993 |
V(Y[t],d=3,D=0) | 0.0996582728592165 | Range | 1.65 | Trim Var. | 0.0509091581868644 |
V(Y[t],d=0,D=1) | 0.00949562289562292 | Range | 0.51 | Trim Var. | 0.00488333333333334 |
V(Y[t],d=1,D=1) | 0.0283801886792453 | Range | 0.909999999999998 | Trim Var. | 0.013495035460993 |
V(Y[t],d=2,D=1) | 0.0996582728592165 | Range | 1.65 | Trim Var. | 0.0509091581868644 |
V(Y[t],d=3,D=1) | 0.362274057315235 | Range | 3.08999999999999 | Trim Var. | 0.181194057971016 |
V(Y[t],d=0,D=2) | 0.0283801886792453 | Range | 0.909999999999998 | Trim Var. | 0.013495035460993 |
V(Y[t],d=1,D=2) | 0.0996582728592165 | Range | 1.65 | Trim Var. | 0.0509091581868644 |
V(Y[t],d=2,D=2) | 0.362274057315235 | Range | 3.08999999999999 | Trim Var. | 0.181194057971016 |
V(Y[t],d=3,D=2) | 1.34040470588236 | Range | 5.65 | Trim Var. | 0.70014545454546 |