Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00782381481355932 | Range | 0.2932 | Trim Var. | 0.00637472036338225 |
V(Y[t],d=1,D=0) | 0.00060095554061952 | Range | 0.2042 | Trim Var. | 0.000155337467343977 |
V(Y[t],d=2,D=0) | 0.00142186227767695 | Range | 0.3028 | Trim Var. | 0.000289610769230769 |
V(Y[t],d=3,D=0) | 0.00429355510025062 | Range | 0.5802 | Trim Var. | 0.00077602388235294 |
V(Y[t],d=0,D=1) | 0.00060095554061952 | Range | 0.2042 | Trim Var. | 0.000155337467343977 |
V(Y[t],d=1,D=1) | 0.00142186227767695 | Range | 0.3028 | Trim Var. | 0.000289610769230769 |
V(Y[t],d=2,D=1) | 0.00429355510025062 | Range | 0.5802 | Trim Var. | 0.00077602388235294 |
V(Y[t],d=3,D=1) | 0.0139653930616883 | Range | 0.9464 | Trim Var. | 0.00225508571428571 |
V(Y[t],d=0,D=2) | 0.00142186227767695 | Range | 0.3028 | Trim Var. | 0.000289610769230769 |
V(Y[t],d=1,D=2) | 0.00429355510025062 | Range | 0.5802 | Trim Var. | 0.00077602388235294 |
V(Y[t],d=2,D=2) | 0.0139653930616883 | Range | 0.9464 | Trim Var. | 0.00225508571428571 |
V(Y[t],d=3,D=2) | 0.0470339226127945 | Range | 1.8394 | Trim Var. | 0.0094109431972789 |