Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.23775698154342 | Range | 4.035 | Trim Var. | 0.964223190121149 |
V(Y[t],d=1,D=0) | 0.0554167722973935 | Range | 1.3257 | Trim Var. | 0.0324364313613119 |
V(Y[t],d=2,D=0) | 0.076004978534695 | Range | 1.634 | Trim Var. | 0.0430950839101528 |
V(Y[t],d=3,D=0) | 0.183315542923666 | Range | 2.48970000000000 | Trim Var. | 0.107369651716117 |
V(Y[t],d=0,D=1) | 0.950837594866736 | Range | 4.1969 | Trim Var. | 0.640487094666667 |
V(Y[t],d=1,D=1) | 0.123139127566567 | Range | 1.8291 | Trim Var. | 0.0753647068465846 |
V(Y[t],d=2,D=1) | 0.163178294091644 | Range | 2.5246 | Trim Var. | 0.0998241094852437 |
V(Y[t],d=3,D=1) | 0.396678344765568 | Range | 3.96 | Trim Var. | 0.236119022519869 |
V(Y[t],d=0,D=2) | 2.04144106814035 | Range | 6.6562 | Trim Var. | 1.41854906068536 |
V(Y[t],d=1,D=2) | 0.375562599950728 | Range | 3.2404 | Trim Var. | 0.229772415106443 |
V(Y[t],d=2,D=2) | 0.502487691155342 | Range | 4.2595 | Trim Var. | 0.306160476781412 |
V(Y[t],d=3,D=2) | 1.24784488459327 | Range | 6.9535 | Trim Var. | 0.721728814684103 |