Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 138.355783004243 | Range | 43.76 | Trim Var. | 108.881660572751 |
V(Y[t],d=1,D=0) | 1.38870734487991 | Range | 4.51000000000005 | Trim Var. | 1.11475566808177 |
V(Y[t],d=2,D=0) | 0.824261538250128 | Range | 4.58000000000004 | Trim Var. | 0.529709376446982 |
V(Y[t],d=3,D=0) | 1.20066169636691 | Range | 7.11000000000018 | Trim Var. | 0.708129774021045 |
V(Y[t],d=0,D=1) | 0.377960359244124 | Range | 3.40000000000003 | Trim Var. | 0.228713154771538 |
V(Y[t],d=1,D=1) | 0.155043624972682 | Range | 2.54000000000002 | Trim Var. | 0.09762129599479 |
V(Y[t],d=2,D=1) | 0.406597970409436 | Range | 3.94999999999999 | Trim Var. | 0.239794376296726 |
V(Y[t],d=3,D=1) | 1.32876546188289 | Range | 7.41000000000008 | Trim Var. | 0.78663806097226 |
V(Y[t],d=0,D=2) | 0.715288931445371 | Range | 5.34999999999985 | Trim Var. | 0.423075185376294 |
V(Y[t],d=1,D=2) | 0.449967241406141 | Range | 4.17000000000002 | Trim Var. | 0.270366363479031 |
V(Y[t],d=2,D=2) | 1.17711914385866 | Range | 7.55000000000007 | Trim Var. | 0.688072538263581 |
V(Y[t],d=3,D=2) | 3.85266575079472 | Range | 12.6400000000002 | Trim Var. | 2.26217133177571 |