Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.46796694214876 | Range | 2.5 | Trim Var. | 0.300408080808081 |
V(Y[t],d=1,D=0) | 0.0189327731092437 | Range | 0.9 | Trim Var. | 0.00573796192609181 |
V(Y[t],d=2,D=0) | 0.0205084745762712 | Range | 0.700000000000001 | Trim Var. | 0.0124752920035939 |
V(Y[t],d=3,D=0) | 0.0443524554541504 | Range | 1.30000000000000 | Trim Var. | 0.0237490664675131 |
V(Y[t],d=0,D=1) | 0.407995242949371 | Range | 2.6 | Trim Var. | 0.295735745614035 |
V(Y[t],d=1,D=1) | 0.0375666320526134 | Range | 1 | Trim Var. | 0.0163257835735529 |
V(Y[t],d=2,D=1) | 0.0403773584905661 | Range | 0.800000000000002 | Trim Var. | 0.0251982799808887 |
V(Y[t],d=3,D=1) | 0.084475292003594 | Range | 1.50000000000000 | Trim Var. | 0.0464890135577373 |
V(Y[t],d=0,D=2) | 0.506741838487972 | Range | 3.2 | Trim Var. | 0.289625170998632 |
V(Y[t],d=1,D=2) | 0.105614035087719 | Range | 1.9 | Trim Var. | 0.0549220246238031 |
V(Y[t],d=2,D=2) | 0.119458006718925 | Range | 1.50000000000000 | Trim Var. | 0.0774569707401035 |
V(Y[t],d=3,D=2) | 0.259648821779914 | Range | 2.80000000000000 | Trim Var. | 0.150411646586346 |