Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00601454821741672 | Range | 0.3188 | Trim Var. | 0.00399052124092888 |
V(Y[t],d=1,D=0) | 0.00109538942528736 | Range | 0.1963 | Trim Var. | 0.000447622141779788 |
V(Y[t],d=2,D=0) | 0.00164836859649123 | Range | 0.2076 | Trim Var. | 0.000887985725490195 |
V(Y[t],d=3,D=0) | 0.00458948051948051 | Range | 0.3263 | Trim Var. | 0.00261599405714285 |
V(Y[t],d=0,D=1) | 0.0149717833209991 | Range | 0.4598 | Trim Var. | 0.0102730640487805 |
V(Y[t],d=1,D=1) | 0.00232612970048309 | Range | 0.2612 | Trim Var. | 0.000960899685897435 |
V(Y[t],d=2,D=1) | 0.00344674264646464 | Range | 0.291100000000000 | Trim Var. | 0.00163306956815115 |
V(Y[t],d=3,D=1) | 0.0084197694027484 | Range | 0.4183 | Trim Var. | 0.00487400157183499 |
V(Y[t],d=0,D=2) | 0.0356560435798319 | Range | 0.608 | Trim Var. | 0.0279904542365591 |
V(Y[t],d=1,D=2) | 0.00608778727272727 | Range | 0.336 | Trim Var. | 0.00320501840229885 |
V(Y[t],d=2,D=2) | 0.0103125100757576 | Range | 0.454 | Trim Var. | 0.00568807972906404 |
V(Y[t],d=3,D=2) | 0.0250921364112903 | Range | 0.5574 | Trim Var. | 0.0178683439550264 |