Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.74375695830887 | Range | 4.72 | Trim Var. | 1.29714416791604 |
V(Y[t],d=1,D=0) | 0.0322056350626118 | Range | 1.05 | Trim Var. | 0.0116918382913806 |
V(Y[t],d=2,D=0) | 0.0310105499031008 | Range | 1.18000000000000 | Trim Var. | 0.0129944622425629 |
V(Y[t],d=3,D=0) | 0.0945696296751968 | Range | 2.17000000000000 | Trim Var. | 0.0343235600062102 |
V(Y[t],d=0,D=1) | 1.55070465745620 | Range | 5.67 | Trim Var. | 0.933552530417916 |
V(Y[t],d=1,D=1) | 0.0712810734463277 | Range | 1.49 | Trim Var. | 0.0336723809523809 |
V(Y[t],d=2,D=1) | 0.070780297671677 | Range | 1.36000000000000 | Trim Var. | 0.0449283047050037 |
V(Y[t],d=3,D=1) | 0.210330937031484 | Range | 2.31000000000000 | Trim Var. | 0.12361821321882 |
V(Y[t],d=0,D=2) | 3.13694478927879 | Range | 8.23 | Trim Var. | 1.77129099664054 |
V(Y[t],d=1,D=2) | 0.193997026055705 | Range | 2.39 | Trim Var. | 0.0874154312514299 |
V(Y[t],d=2,D=2) | 0.207544413919414 | Range | 2.37000000000000 | Trim Var. | 0.122624193548387 |
V(Y[t],d=3,D=2) | 0.605550112023898 | Range | 4.3800 | Trim Var. | 0.311537840420449 |