Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0411868348982786 | Range | 0.85 | Trim Var. | 0.0226702508960573 |
V(Y[t],d=1,D=0) | 0.0129534808853119 | Range | 0.85 | Trim Var. | 0.00263500793231095 |
V(Y[t],d=2,D=0) | 0.0220491925465838 | Range | 0.97 | Trim Var. | 0.00717979904812269 |
V(Y[t],d=3,D=0) | 0.0583823529411765 | Range | 1.59 | Trim Var. | 0.0200194535519126 |
V(Y[t],d=0,D=1) | 0.0129534808853119 | Range | 0.85 | Trim Var. | 0.00263500793231095 |
V(Y[t],d=1,D=1) | 0.0220491925465838 | Range | 0.97 | Trim Var. | 0.00717979904812269 |
V(Y[t],d=2,D=1) | 0.0583823529411765 | Range | 1.59 | Trim Var. | 0.0200194535519126 |
V(Y[t],d=3,D=1) | 0.181567932396839 | Range | 2.49 | Trim Var. | 0.0722308192090395 |
V(Y[t],d=0,D=2) | 0.0220491925465838 | Range | 0.97 | Trim Var. | 0.00717979904812269 |
V(Y[t],d=1,D=2) | 0.0583823529411765 | Range | 1.59 | Trim Var. | 0.0200194535519126 |
V(Y[t],d=2,D=2) | 0.181567932396839 | Range | 2.49 | Trim Var. | 0.0722308192090395 |
V(Y[t],d=3,D=2) | 0.603824966078697 | Range | 4.32 | Trim Var. | 0.26726195207481 |