Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.23556260437158 | Range | 3.982 | Trim Var. | 1.97945649419448 |
V(Y[t],d=1,D=0) | 0.0668584915254237 | Range | 1.383 | Trim Var. | 0.0303688361285814 |
V(Y[t],d=2,D=0) | 0.09945795207481 | Range | 1.715 | Trim Var. | 0.0525585602322206 |
V(Y[t],d=3,D=0) | 0.323508983666062 | Range | 2.844 | Trim Var. | 0.191191161387632 |
V(Y[t],d=0,D=1) | 2.99003675 | Range | 5.242 | Trim Var. | 2.34451054042082 |
V(Y[t],d=1,D=1) | 0.167734962765957 | Range | 2.331 | Trim Var. | 0.0728691318234611 |
V(Y[t],d=2,D=1) | 0.262259475485661 | Range | 2.749 | Trim Var. | 0.128770747560976 |
V(Y[t],d=3,D=1) | 0.853895022222222 | Range | 4.353 | Trim Var. | 0.480943691666667 |
V(Y[t],d=0,D=2) | 5.76649157657658 | Range | 8.186 | Trim Var. | 4.33085727272727 |
V(Y[t],d=1,D=2) | 0.548337914285714 | Range | 4.035 | Trim Var. | 0.248080587701613 |
V(Y[t],d=2,D=2) | 0.941157020168067 | Range | 4.563 | Trim Var. | 0.512796524731183 |
V(Y[t],d=3,D=2) | 3.10364765864527 | Range | 7.288 | Trim Var. | 1.95648055747126 |