Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0120043996610169 | Range | 0.3984 | Trim Var. | 0.00873616199860238 |
V(Y[t],d=1,D=0) | 0.00112491488018702 | Range | 0.1827 | Trim Var. | 0.000584002837445572 |
V(Y[t],d=2,D=0) | 0.00149207675741076 | Range | 0.231900000000000 | Trim Var. | 0.00080847171568627 |
V(Y[t],d=3,D=0) | 0.00323794081453632 | Range | 0.250599999999999 | Trim Var. | 0.00221482720784312 |
V(Y[t],d=0,D=1) | 0.00112491488018702 | Range | 0.1827 | Trim Var. | 0.000584002837445572 |
V(Y[t],d=1,D=1) | 0.00149207675741076 | Range | 0.231900000000000 | Trim Var. | 0.00080847171568627 |
V(Y[t],d=2,D=1) | 0.00323794081453632 | Range | 0.250599999999999 | Trim Var. | 0.00221482720784312 |
V(Y[t],d=3,D=1) | 0.00952044597077916 | Range | 0.460599999999999 | Trim Var. | 0.00646914771020403 |
V(Y[t],d=0,D=2) | 0.00149207675741076 | Range | 0.231900000000000 | Trim Var. | 0.00080847171568627 |
V(Y[t],d=1,D=2) | 0.00323794081453632 | Range | 0.250599999999999 | Trim Var. | 0.00221482720784312 |
V(Y[t],d=2,D=2) | 0.00952044597077916 | Range | 0.460599999999999 | Trim Var. | 0.00646914771020403 |
V(Y[t],d=3,D=2) | 0.0323975082491580 | Range | 0.7969 | Trim Var. | 0.0207143690391155 |