Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.33577325 | Range | 2.86 | Trim Var. | 0.213781110144391 |
V(Y[t],d=1,D=0) | 0.368164116367911 | Range | 2.505 | Trim Var. | 0.262673641933029 |
V(Y[t],d=2,D=0) | 1.11957532023487 | Range | 4.339 | Trim Var. | 0.777290669014084 |
V(Y[t],d=3,D=0) | 3.66888159660494 | Range | 8.164 | Trim Var. | 2.47005970663984 |
V(Y[t],d=0,D=1) | 0.096382380086072 | Range | 1.663 | Trim Var. | 0.0600017398313492 |
V(Y[t],d=1,D=1) | 0.211442596378269 | Range | 2.449 | Trim Var. | 0.117530214029698 |
V(Y[t],d=2,D=1) | 0.655401167908902 | Range | 4.561 | Trim Var. | 0.356012499471179 |
V(Y[t],d=3,D=1) | 2.20992244543904 | Range | 8.37099999999999 | Trim Var. | 1.19953676284153 |
V(Y[t],d=0,D=2) | 0.252971031355932 | Range | 2.532 | Trim Var. | 0.154014301886793 |
V(Y[t],d=1,D=2) | 0.539072954997077 | Range | 3.778 | Trim Var. | 0.309581359941944 |
V(Y[t],d=2,D=2) | 1.66693855414398 | Range | 6.3 | Trim Var. | 0.88259575113122 |
V(Y[t],d=3,D=2) | 5.65867717669173 | Range | 11.998 | Trim Var. | 3.13666104313725 |