Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.463453852430308 | Range | 3.195462 | Trim Var. | 0.26381336620767 |
V(Y[t],d=1,D=0) | 0.121352449488359 | Range | 1.847909 | Trim Var. | 0.0644825103984216 |
V(Y[t],d=2,D=0) | 0.292472179241893 | Range | 2.885821 | Trim Var. | 0.166784696463345 |
V(Y[t],d=3,D=0) | 0.90961444040938 | Range | 4.883687 | Trim Var. | 0.545270829720196 |
V(Y[t],d=0,D=1) | 0.836019340550984 | Range | 3.800266 | Trim Var. | 0.580721769203562 |
V(Y[t],d=1,D=1) | 0.251884033190779 | Range | 2.996655 | Trim Var. | 0.13016052820393 |
V(Y[t],d=2,D=1) | 0.598492914191449 | Range | 4.883687 | Trim Var. | 0.271054239544492 |
V(Y[t],d=3,D=1) | 1.89165859714145 | Range | 8.047084 | Trim Var. | 0.95016002038515 |
V(Y[t],d=0,D=2) | 2.03874327980683 | Range | 6.402076 | Trim Var. | 1.18464116718710 |
V(Y[t],d=1,D=2) | 0.719490613912178 | Range | 5.164256 | Trim Var. | 0.364277585601638 |
V(Y[t],d=2,D=2) | 1.71732661928705 | Range | 7.891192 | Trim Var. | 0.790290662989527 |
V(Y[t],d=3,D=2) | 5.45454761421478 | Range | 12.87426 | Trim Var. | 2.68383834347319 |