Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.20566355463347 | Range | 3.6 | Trim Var. | 0.947569397427217 |
V(Y[t],d=1,D=0) | 0.0146469665271967 | Range | 0.9 | Trim Var. | 0.00675992348158774 |
V(Y[t],d=2,D=0) | 0.0145371119158961 | Range | 0.700000000000001 | Trim Var. | 0.00786858974358973 |
V(Y[t],d=3,D=0) | 0.0362445484522923 | Range | 1.3 | Trim Var. | 0.0219811320754717 |
V(Y[t],d=0,D=1) | 0.658562016394699 | Range | 3.9 | Trim Var. | 0.397460545193687 |
V(Y[t],d=1,D=1) | 0.0272849524692789 | Range | 1 | Trim Var. | 0.0132490582439873 |
V(Y[t],d=2,D=1) | 0.0282293087988773 | Range | 0.800000000000002 | Trim Var. | 0.0156278894472362 |
V(Y[t],d=3,D=1) | 0.0669333333333334 | Range | 1.5 | Trim Var. | 0.03788407960199 |
V(Y[t],d=0,D=2) | 0.837403567161632 | Range | 3.9 | Trim Var. | 0.572162811815608 |
V(Y[t],d=1,D=2) | 0.0786012058570199 | Range | 2 | Trim Var. | 0.0391623488773748 |
V(Y[t],d=2,D=2) | 0.0856974570745492 | Range | 1.5 | Trim Var. | 0.0474656084656086 |
V(Y[t],d=3,D=2) | 0.199053135009434 | Range | 2.8 | Trim Var. | 0.112805137434555 |