Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.148368439548023 | Range | 2.08 | Trim Var. | 0.0696727798742138 |
V(Y[t],d=1,D=0) | 0.154402974868498 | Range | 2.244 | Trim Var. | 0.0704002343976778 |
V(Y[t],d=2,D=0) | 0.338399252571083 | Range | 2.945 | Trim Var. | 0.179807271116139 |
V(Y[t],d=3,D=0) | 1.05155883897243 | Range | 4.883 | Trim Var. | 0.597813720784314 |
V(Y[t],d=0,D=1) | 0.0605515101950355 | Range | 1.404 | Trim Var. | 0.0268815081300813 |
V(Y[t],d=1,D=1) | 0.0617579500462535 | Range | 1.148 | Trim Var. | 0.0321148512195122 |
V(Y[t],d=2,D=1) | 0.134968285990338 | Range | 1.807 | Trim Var. | 0.0681014557692308 |
V(Y[t],d=3,D=1) | 0.442389336363636 | Range | 3.209 | Trim Var. | 0.217144025641026 |
V(Y[t],d=0,D=2) | 0.171203828571429 | Range | 2.249 | Trim Var. | 0.0731103830645161 |
V(Y[t],d=1,D=2) | 0.160471440336134 | Range | 1.578 | Trim Var. | 0.109331825806452 |
V(Y[t],d=2,D=2) | 0.339417198752228 | Range | 2.399 | Trim Var. | 0.207253481609195 |
V(Y[t],d=3,D=2) | 1.10814694318182 | Range | 3.909 | Trim Var. | 0.760405564039408 |