Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00825013225396825 | Range | 0.3038 | Trim Var. | 0.00632461797379032 |
V(Y[t],d=1,D=0) | 0.00154867739495798 | Range | 0.1826 | Trim Var. | 0.000785159849462364 |
V(Y[t],d=2,D=0) | 0.00222081668449197 | Range | 0.231900000000000 | Trim Var. | 0.00109478741379310 |
V(Y[t],d=3,D=0) | 0.00599105041666663 | Range | 0.343499999999999 | Trim Var. | 0.00356912980295564 |
V(Y[t],d=0,D=1) | 0.0313136928804348 | Range | 0.4845 | Trim Var. | 0.0257487718684211 |
V(Y[t],d=1,D=1) | 0.00471625620553359 | Range | 0.267900000000000 | Trim Var. | 0.00263347146198829 |
V(Y[t],d=2,D=1) | 0.0047132187229437 | Range | 0.306699999999999 | Trim Var. | 0.00199013999999999 |
V(Y[t],d=3,D=1) | 0.0124163874761904 | Range | 0.470199999999999 | Trim Var. | 0.00537084029411761 |
V(Y[t],d=0,D=2) | 0.0423482790151515 | Range | 0.7193 | Trim Var. | 0.0159335355555555 |
V(Y[t],d=1,D=2) | 0.0141110627272727 | Range | 0.3804 | Trim Var. | 0.0084502111111111 |
V(Y[t],d=2,D=2) | 0.0117564128888888 | Range | 0.373799999999999 | Trim Var. | 0.00487803071428568 |
V(Y[t],d=3,D=2) | 0.0227160644444443 | Range | 0.391499999999999 | Trim Var. | 0.0175153914285713 |