Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.20647540983607 | Range | 7.8 | Trim Var. | 0.297728592162554 |
V(Y[t],d=1,D=0) | 1.62355649717514 | Range | 13.4 | Trim Var. | 0.0621383647798742 |
V(Y[t],d=2,D=0) | 5.20998831092928 | Range | 21.4 | Trim Var. | 0.0848981900452488 |
V(Y[t],d=3,D=0) | 18.0478917120387 | Range | 42 | Trim Var. | 0.185230015082956 |
V(Y[t],d=0,D=1) | 1.62355649717514 | Range | 13.4 | Trim Var. | 0.0621383647798742 |
V(Y[t],d=1,D=1) | 5.20998831092928 | Range | 21.4 | Trim Var. | 0.0848981900452488 |
V(Y[t],d=2,D=1) | 18.0478917120387 | Range | 42 | Trim Var. | 0.185230015082956 |
V(Y[t],d=3,D=1) | 64.8722431077694 | Range | 72.2 | Trim Var. | 0.640141176470587 |
V(Y[t],d=0,D=2) | 5.20998831092928 | Range | 21.4 | Trim Var. | 0.0848981900452488 |
V(Y[t],d=1,D=2) | 18.0478917120387 | Range | 42 | Trim Var. | 0.185230015082956 |
V(Y[t],d=2,D=2) | 64.8722431077694 | Range | 72.2 | Trim Var. | 0.640141176470587 |
V(Y[t],d=3,D=2) | 238.82887987013 | Range | 142.3 | Trim Var. | 2.38839183673469 |