Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0112782581327684 | Range | 0.3984 | Trim Var. | 0.00822935298392732 |
V(Y[t],d=1,D=0) | 0.00116520064289889 | Range | 0.1826 | Trim Var. | 0.000625250573294629 |
V(Y[t],d=2,D=0) | 0.00170523805505142 | Range | 0.231900000000000 | Trim Var. | 0.000892263540723978 |
V(Y[t],d=3,D=0) | 0.00443486862781953 | Range | 0.343499999999999 | Trim Var. | 0.00266842167058822 |
V(Y[t],d=0,D=1) | 0.0199667091090426 | Range | 0.4845 | Trim Var. | 0.0151049264576074 |
V(Y[t],d=1,D=1) | 0.00283103901942645 | Range | 0.267900000000000 | Trim Var. | 0.00143999724390243 |
V(Y[t],d=2,D=1) | 0.00327611480193235 | Range | 0.306699999999999 | Trim Var. | 0.00175973948076922 |
V(Y[t],d=3,D=1) | 0.0085131593737373 | Range | 0.470199999999999 | Trim Var. | 0.00446692728744935 |
V(Y[t],d=0,D=2) | 0.0537037103730159 | Range | 0.7703 | Trim Var. | 0.0419838441834677 |
V(Y[t],d=1,D=2) | 0.00874983852100838 | Range | 0.4504 | Trim Var. | 0.0048217138924731 |
V(Y[t],d=2,D=2) | 0.00919845803921562 | Range | 0.450799999999998 | Trim Var. | 0.00500351136781604 |
V(Y[t],d=3,D=2) | 0.0242836571022725 | Range | 0.741099999999997 | Trim Var. | 0.0129662400492609 |