Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.36306010928962 | Range | 4.9 | Trim Var. | 0.64798431372549 |
V(Y[t],d=1,D=0) | 0.210632768361582 | Range | 2.6 | Trim Var. | 0.108867924528302 |
V(Y[t],d=2,D=0) | 0.326411455289305 | Range | 2.6 | Trim Var. | 0.210058055152395 |
V(Y[t],d=3,D=0) | 0.893360556563824 | Range | 4.8 | Trim Var. | 0.545109351432881 |
V(Y[t],d=0,D=1) | 2.4843962585034 | Range | 6.1 | Trim Var. | 1.53763012181617 |
V(Y[t],d=1,D=1) | 0.546790780141844 | Range | 3.8 | Trim Var. | 0.271318234610918 |
V(Y[t],d=2,D=1) | 0.843367252543941 | Range | 4.2 | Trim Var. | 0.44530487804878 |
V(Y[t],d=3,D=1) | 2.29957971014493 | Range | 6.8 | Trim Var. | 1.30920512820513 |
V(Y[t],d=0,D=2) | 5.60055555555556 | Range | 8.1 | Trim Var. | 4.14215909090909 |
V(Y[t],d=1,D=2) | 1.42199206349206 | Range | 5 | Trim Var. | 0.841572580645161 |
V(Y[t],d=2,D=2) | 2.22986554621849 | Range | 6.6 | Trim Var. | 1.23025806451613 |
V(Y[t],d=3,D=2) | 5.93405525846702 | Range | 10.4 | Trim Var. | 3.58516091954023 |