Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.746806022408963 | Range | 3.5 | Trim Var. | 0.54331217326363 |
V(Y[t],d=1,D=0) | 0.102031049708019 | Range | 1.9 | Trim Var. | 0.051505907247399 |
V(Y[t],d=2,D=0) | 0.118187020136173 | Range | 1.9 | Trim Var. | 0.0670416355489171 |
V(Y[t],d=3,D=0) | 0.253091659298556 | Range | 3 | Trim Var. | 0.133851648351648 |
V(Y[t],d=0,D=1) | 0.673730529595016 | Range | 3.6 | Trim Var. | 0.452183650615901 |
V(Y[t],d=1,D=1) | 0.129700229236466 | Range | 1.8 | Trim Var. | 0.061456043956044 |
V(Y[t],d=2,D=1) | 0.126182389937107 | Range | 1.6 | Trim Var. | 0.07804884004884 |
V(Y[t],d=3,D=1) | 0.221095238095238 | Range | 2.5 | Trim Var. | 0.117379616643291 |
V(Y[t],d=0,D=2) | 1.14756140350877 | Range | 4.9 | Trim Var. | 0.609998565691337 |
V(Y[t],d=1,D=2) | 0.286365061590146 | Range | 3.3 | Trim Var. | 0.133549019607843 |
V(Y[t],d=2,D=2) | 0.290213909860444 | Range | 2.7 | Trim Var. | 0.178531267928858 |
V(Y[t],d=3,D=2) | 0.537470780738662 | Range | 4.20000000000001 | Trim Var. | 0.285133705553922 |