Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 5.75017347158327 | Range | 9.1105 | Trim Var. | 4.57797339199917 |
V(Y[t],d=1,D=0) | 0.0759604633180586 | Range | 2.7536 | Trim Var. | 0.029752756550787 |
V(Y[t],d=2,D=0) | 0.112435430285461 | Range | 3.1984 | Trim Var. | 0.0493302102174932 |
V(Y[t],d=3,D=0) | 0.287228360937449 | Range | 4.21699999999999 | Trim Var. | 0.135259446057283 |
V(Y[t],d=0,D=1) | 0.442584325073905 | Range | 5.4822 | Trim Var. | 0.172861351004271 |
V(Y[t],d=1,D=1) | 0.145458967058618 | Range | 3.19950000000001 | Trim Var. | 0.0649023783852959 |
V(Y[t],d=2,D=1) | 0.225968895552034 | Range | 4.0835 | Trim Var. | 0.11375158419754 |
V(Y[t],d=3,D=1) | 0.604873242489457 | Range | 6.24199999999998 | Trim Var. | 0.2886378058359 |
V(Y[t],d=0,D=2) | 0.874995865169872 | Range | 8.3046 | Trim Var. | 0.34077634299196 |
V(Y[t],d=1,D=2) | 0.431761479219033 | Range | 6.07620000000001 | Trim Var. | 0.195653483798606 |
V(Y[t],d=2,D=2) | 0.68597811520497 | Range | 6.34930000000003 | Trim Var. | 0.348550272747208 |
V(Y[t],d=3,D=2) | 1.88643566689197 | Range | 10.7389 | Trim Var. | 0.90906576835605 |