Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00799657938983051 | Range | 0.4062 | Trim Var. | 0.00485724085604472 |
V(Y[t],d=1,D=0) | 0.000678424926943307 | Range | 0.1263 | Trim Var. | 0.000451279484760521 |
V(Y[t],d=2,D=0) | 0.00107565933756805 | Range | 0.1399 | Trim Var. | 0.000755666285822017 |
V(Y[t],d=3,D=0) | 0.00263028605889723 | Range | 0.238 | Trim Var. | 0.00177869279999999 |
V(Y[t],d=0,D=1) | 0.00700521546099291 | Range | 0.3543 | Trim Var. | 0.0040927568466899 |
V(Y[t],d=1,D=1) | 0.0014154582053654 | Range | 0.1473 | Trim Var. | 0.000968817719512193 |
V(Y[t],d=2,D=1) | 0.00207558649275361 | Range | 0.1606 | Trim Var. | 0.00156716061538461 |
V(Y[t],d=3,D=1) | 0.00464189290909087 | Range | 0.290299999999999 | Trim Var. | 0.0027178318353576 |
V(Y[t],d=0,D=2) | 0.0205540802777778 | Range | 0.5583 | Trim Var. | 0.0143013074092742 |
V(Y[t],d=1,D=2) | 0.00431925369747898 | Range | 0.247599999999999 | Trim Var. | 0.00292845279569892 |
V(Y[t],d=2,D=2) | 0.00619850185383242 | Range | 0.2938 | Trim Var. | 0.0045126570689655 |
V(Y[t],d=3,D=2) | 0.0134184487689393 | Range | 0.530899999999999 | Trim Var. | 0.00787568492610831 |