Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 2.43533469917012 | Range | 6.69 | Trim Var. | 1.65217620951967 |
V(Y[t],d=1,D=0) | 0.0499766370292887 | Range | 1.71 | Trim Var. | 0.0274594957617909 |
V(Y[t],d=2,D=0) | 0.0874940649062972 | Range | 2.69 | Trim Var. | 0.0412657715764995 |
V(Y[t],d=3,D=0) | 0.241635565365387 | Range | 3.54 | Trim Var. | 0.123930691939801 |
V(Y[t],d=0,D=1) | 0.72938517582165 | Range | 4.05 | Trim Var. | 0.492088617886179 |
V(Y[t],d=1,D=1) | 0.0975326223046603 | Range | 1.81 | Trim Var. | 0.0571902902540326 |
V(Y[t],d=2,D=1) | 0.169020287708081 | Range | 2.52 | Trim Var. | 0.0926207823245378 |
V(Y[t],d=3,D=1) | 0.469478859390363 | Range | 4.15 | Trim Var. | 0.259707708979853 |
V(Y[t],d=0,D=2) | 1.95033979774706 | Range | 7.13 | Trim Var. | 1.2009823050489 |
V(Y[t],d=1,D=2) | 0.280850953919035 | Range | 3.15 | Trim Var. | 0.174509035307943 |
V(Y[t],d=2,D=2) | 0.470902229950011 | Range | 4.25 | Trim Var. | 0.268948510362694 |
V(Y[t],d=3,D=2) | 1.31460176385415 | Range | 6.84999999999999 | Trim Var. | 0.748345088896161 |