Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.263028810087719 | Range | 2.541 | Trim Var. | 0.163350332147743 |
V(Y[t],d=1,D=0) | 0.371533678163494 | Range | 2.491 | Trim Var. | 0.279013314285714 |
V(Y[t],d=2,D=0) | 1.22138691191947 | Range | 4.365 | Trim Var. | 0.944696792885829 |
V(Y[t],d=3,D=0) | 4.2748025514259 | Range | 8.326 | Trim Var. | 3.26242393417573 |
V(Y[t],d=0,D=1) | 0.0964175058806655 | Range | 1.432 | Trim Var. | 0.0617117654572381 |
V(Y[t],d=1,D=1) | 0.150008806935057 | Range | 1.737 | Trim Var. | 0.100983426940639 |
V(Y[t],d=2,D=1) | 0.421283723727793 | Range | 2.887 | Trim Var. | 0.280544758802817 |
V(Y[t],d=3,D=1) | 1.32394706944444 | Range | 5.371 | Trim Var. | 0.867719323541248 |
V(Y[t],d=0,D=2) | 0.202272956964006 | Range | 1.915 | Trim Var. | 0.133451271577381 |
V(Y[t],d=1,D=2) | 0.332658507847083 | Range | 2.774 | Trim Var. | 0.183615142857143 |
V(Y[t],d=2,D=2) | 0.83584584699793 | Range | 4.266 | Trim Var. | 0.50158972421999 |
V(Y[t],d=3,D=2) | 2.46716989428815 | Range | 7.011 | Trim Var. | 1.4804350874317 |