Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.73341038961039 | Range | 3.87 | Trim Var. | 1.48987040816326 |
V(Y[t],d=1,D=0) | 0.0211961616161617 | Range | 0.810000000000002 | Trim Var. | 0.00739131205673766 |
V(Y[t],d=2,D=0) | 0.0281365478686232 | Range | 0.840000000000018 | Trim Var. | 0.0139829787234039 |
V(Y[t],d=3,D=0) | 0.0702297532656017 | Range | 1.53000000000003 | Trim Var. | 0.0311105457909329 |
V(Y[t],d=0,D=1) | 0.108442864693446 | Range | 1.13999999999999 | Trim Var. | 0.0748671408250362 |
V(Y[t],d=1,D=1) | 0.0122034330011075 | Range | 0.530000000000015 | Trim Var. | 0.00451861861861849 |
V(Y[t],d=2,D=1) | 0.0155948896631826 | Range | 0.64 | Trim Var. | 0.00662285714285684 |
V(Y[t],d=3,D=1) | 0.0377006097560986 | Range | 0.870000000000005 | Trim Var. | 0.0185610084033614 |
V(Y[t],d=0,D=2) | 0.262245060483871 | Range | 1.63 | Trim Var. | 0.20387447089947 |
V(Y[t],d=1,D=2) | 0.027101290322581 | Range | 0.760000000000005 | Trim Var. | 0.0139908831908831 |
V(Y[t],d=2,D=2) | 0.0351320689655181 | Range | 0.810000000000002 | Trim Var. | 0.0149404615384614 |
V(Y[t],d=3,D=2) | 0.0877733990147811 | Range | 1.33999999999999 | Trim Var. | 0.0326856666666663 |