Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 5.69926056497175 | Range | 7.25999999999999 | Trim Var. | 4.88914119496855 |
V(Y[t],d=1,D=0) | 0.0105594973699591 | Range | 0.560000000000002 | Trim Var. | 0.00647068214804077 |
V(Y[t],d=2,D=0) | 0.0253805202661827 | Range | 0.789999999999978 | Trim Var. | 0.0141190045248871 |
V(Y[t],d=3,D=0) | 0.0854010025062656 | Range | 1.48999999999999 | Trim Var. | 0.049780078431373 |
V(Y[t],d=0,D=1) | 0.254846764184398 | Range | 1.74000000000001 | Trim Var. | 0.181277816492451 |
V(Y[t],d=1,D=1) | 0.0244041628122111 | Range | 0.789999999999992 | Trim Var. | 0.0133571951219514 |
V(Y[t],d=2,D=1) | 0.0651182608695662 | Range | 1.20999999999997 | Trim Var. | 0.0356686538461554 |
V(Y[t],d=3,D=1) | 0.219520909090913 | Range | 2.18999999999997 | Trim Var. | 0.127281781376526 |
V(Y[t],d=0,D=2) | 0.41427396825397 | Range | 2.21000000000001 | Trim Var. | 0.328626512096774 |
V(Y[t],d=1,D=2) | 0.0821663865546229 | Range | 1.33 | Trim Var. | 0.0480858064516147 |
V(Y[t],d=2,D=2) | 0.233721301247776 | Range | 2.00999999999999 | Trim Var. | 0.142729195402306 |
V(Y[t],d=3,D=2) | 0.78413428030305 | Range | 3.76999999999997 | Trim Var. | 0.507044827586241 |