Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00815869858474576 | Range | 0.4213 | Trim Var. | 0.00513439561495458 |
V(Y[t],d=1,D=0) | 0.00067200797194623 | Range | 0.1263 | Trim Var. | 0.000444506792452829 |
V(Y[t],d=2,D=0) | 0.00104314798548094 | Range | 0.1399 | Trim Var. | 0.000718348959276015 |
V(Y[t],d=3,D=0) | 0.00260401018796992 | Range | 0.238 | Trim Var. | 0.00174876123137254 |
V(Y[t],d=0,D=1) | 0.00730628808067376 | Range | 0.3655 | Trim Var. | 0.00423400081300813 |
V(Y[t],d=1,D=1) | 0.00140661602220166 | Range | 0.147300000000000 | Trim Var. | 0.00095723093902439 |
V(Y[t],d=2,D=1) | 0.00203376260869564 | Range | 0.1606 | Trim Var. | 0.00153206548076922 |
V(Y[t],d=3,D=1) | 0.00466256991919188 | Range | 0.290299999999999 | Trim Var. | 0.00273578165991900 |
V(Y[t],d=0,D=2) | 0.0207068157063492 | Range | 0.5583 | Trim Var. | 0.0144642320866935 |
V(Y[t],d=1,D=2) | 0.00431913843697478 | Range | 0.247599999999999 | Trim Var. | 0.0029286811827957 |
V(Y[t],d=2,D=2) | 0.00609894249554365 | Range | 0.2938 | Trim Var. | 0.00439403288505746 |
V(Y[t],d=3,D=2) | 0.0134623052272726 | Range | 0.530899999999999 | Trim Var. | 0.00795253322660093 |