Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.238232305936073 | Range | 1.72 | Trim Var. | 0.172390376984127 |
V(Y[t],d=1,D=0) | 0.0143702464788731 | Range | 0.82 | Trim Var. | 0.00439541170634915 |
V(Y[t],d=2,D=0) | 0.0272026559356134 | Range | 0.949999999999996 | Trim Var. | 0.0113974398361493 |
V(Y[t],d=3,D=0) | 0.0703711180124217 | Range | 1.63 | Trim Var. | 0.0285596245372815 |
V(Y[t],d=0,D=1) | 0.0515139344262295 | Range | 1.17 | Trim Var. | 0.024500145137881 |
V(Y[t],d=1,D=1) | 0.0247419209039546 | Range | 0.909999999999997 | Trim Var. | 0.0105499650593988 |
V(Y[t],d=2,D=1) | 0.0419822910578602 | Range | 1.16999999999999 | Trim Var. | 0.0190367924528297 |
V(Y[t],d=3,D=1) | 0.109731306715061 | Range | 1.57999999999998 | Trim Var. | 0.061756372549018 |
V(Y[t],d=0,D=2) | 0.141764540816326 | Range | 1.83 | Trim Var. | 0.0646023255813953 |
V(Y[t],d=1,D=2) | 0.0723613031914888 | Range | 1.66 | Trim Var. | 0.0284060975609752 |
V(Y[t],d=2,D=2) | 0.11148353376503 | Range | 1.91999999999999 | Trim Var. | 0.0393648780487792 |
V(Y[t],d=3,D=2) | 0.2647458937198 | Range | 2.89999999999997 | Trim Var. | 0.11682506410256 |