Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.582636310050103 | Range | 3.3 | Trim Var. | 0.355981362842166 |
V(Y[t],d=1,D=0) | 0.116089955022489 | Range | 2.2 | Trim Var. | 0.0503769274700171 |
V(Y[t],d=2,D=0) | 0.15 | Range | 2.2 | Trim Var. | 0.0776039603960396 |
V(Y[t],d=3,D=0) | 0.310784039745381 | Range | 3.1 | Trim Var. | 0.145992040380509 |
V(Y[t],d=0,D=1) | 0.506782051282051 | Range | 3 | Trim Var. | 0.344605828953655 |
V(Y[t],d=1,D=1) | 0.09364357729649 | Range | 1.6 | Trim Var. | 0.0451599511599512 |
V(Y[t],d=2,D=1) | 0.0927450980392158 | Range | 1.5 | Trim Var. | 0.0555360195360196 |
V(Y[t],d=3,D=1) | 0.159496214327315 | Range | 2 | Trim Var. | 0.08373595505618 |
V(Y[t],d=0,D=2) | 0.770857877512857 | Range | 4.4 | Trim Var. | 0.419523949456362 |
V(Y[t],d=1,D=2) | 0.258638318203536 | Range | 2.6 | Trim Var. | 0.131062932851551 |
V(Y[t],d=2,D=2) | 0.245211233211234 | Range | 2.2 | Trim Var. | 0.150278481012658 |
V(Y[t],d=3,D=2) | 0.419436953807741 | Range | 3.2 | Trim Var. | 0.24420253164557 |