Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0506547535211267 | Range | 1.09 | Trim Var. | 0.0230745039682540 |
V(Y[t],d=1,D=0) | 0.0646303420523139 | Range | 1.26 | Trim Var. | 0.026984229390681 |
V(Y[t],d=2,D=0) | 0.179091118012422 | Range | 1.98 | Trim Var. | 0.0792712057112639 |
V(Y[t],d=3,D=0) | 0.551132651321398 | Range | 3.65 | Trim Var. | 0.226039016393443 |
V(Y[t],d=0,D=1) | 0.0070647175141243 | Range | 0.44 | Trim Var. | 0.00402292103424179 |
V(Y[t],d=1,D=1) | 0.00934091174751607 | Range | 0.56 | Trim Var. | 0.00474528301886792 |
V(Y[t],d=2,D=1) | 0.0289864488808227 | Range | 0.84 | Trim Var. | 0.0148339366515837 |
V(Y[t],d=3,D=1) | 0.098234022556391 | Range | 1.66 | Trim Var. | 0.0526828235294118 |
V(Y[t],d=0,D=2) | 0.0178808510638298 | Range | 0.73 | Trim Var. | 0.00949994192799071 |
V(Y[t],d=1,D=2) | 0.0312664199814986 | Range | 0.87 | Trim Var. | 0.0155695121951220 |
V(Y[t],d=2,D=2) | 0.100429806763285 | Range | 1.66 | Trim Var. | 0.0526789102564103 |
V(Y[t],d=3,D=2) | 0.338366363636364 | Range | 2.88 | Trim Var. | 0.178112280701754 |