Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.192329971830986 | Range | 2 | Trim Var. | 0.11238483110119 |
V(Y[t],d=1,D=0) | 0.174008151307847 | Range | 2.16 | Trim Var. | 0.0815826810035842 |
V(Y[t],d=2,D=0) | 0.41536431884058 | Range | 3.078 | Trim Var. | 0.234816683236383 |
V(Y[t],d=3,D=0) | 1.3218447344416 | Range | 5.927 | Trim Var. | 0.675107023497268 |
V(Y[t],d=0,D=1) | 0.124027315254237 | Range | 1.821 | Trim Var. | 0.0634342421383648 |
V(Y[t],d=1,D=1) | 0.157255657510228 | Range | 2.055 | Trim Var. | 0.0837719267053701 |
V(Y[t],d=2,D=1) | 0.402608879915305 | Range | 3.644 | Trim Var. | 0.202434333333333 |
V(Y[t],d=3,D=1) | 1.28136395927318 | Range | 6.099 | Trim Var. | 0.63309361254902 |
V(Y[t],d=0,D=2) | 0.409614155585107 | Range | 3.193 | Trim Var. | 0.181794039488966 |
V(Y[t],d=1,D=2) | 0.495542867715079 | Range | 3.644 | Trim Var. | 0.227081437804878 |
V(Y[t],d=2,D=2) | 1.20916471352657 | Range | 6.206 | Trim Var. | 0.542573507051282 |
V(Y[t],d=3,D=2) | 3.79722358282828 | Range | 10.978 | Trim Var. | 1.48070916734143 |