Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.644453357100416 | Range | 3.2 | Trim Var. | 0.435886646629455 |
V(Y[t],d=1,D=0) | 0.0184520123839009 | Range | 0.9 | Trim Var. | 0.0070241159734453 |
V(Y[t],d=2,D=0) | 0.0189403973509934 | Range | 0.700000000000001 | Trim Var. | 0.00909236305477805 |
V(Y[t],d=3,D=0) | 0.0441333333333333 | Range | 1.30000000000000 | Trim Var. | 0.0250945545682387 |
V(Y[t],d=0,D=1) | 0.674768254919588 | Range | 3.4 | Trim Var. | 0.455655071304811 |
V(Y[t],d=1,D=1) | 0.0363961499493415 | Range | 1 | Trim Var. | 0.0182258064516129 |
V(Y[t],d=2,D=1) | 0.0381274409044194 | Range | 0.800000000000002 | Trim Var. | 0.0233383010432191 |
V(Y[t],d=3,D=1) | 0.085070378479825 | Range | 1.50000000000000 | Trim Var. | 0.0512477052189877 |
V(Y[t],d=0,D=2) | 0.826822301729278 | Range | 3.6 | Trim Var. | 0.590275862068965 |
V(Y[t],d=1,D=2) | 0.107283187984496 | Range | 2 | Trim Var. | 0.0497854217854218 |
V(Y[t],d=2,D=2) | 0.118818282480315 | Range | 1.50000000000000 | Trim Var. | 0.0765170670037928 |
V(Y[t],d=3,D=2) | 0.265629296337958 | Range | 2.80000000000000 | Trim Var. | 0.146972972972973 |