Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.000195452546327683 | Range | 0.07613 | Trim Var. | 0.000104303818204053 |
V(Y[t],d=1,D=0) | 6.76949009935709e-05 | Range | 0.0394500000000001 | Trim Var. | 4.24680480406386e-05 |
V(Y[t],d=2,D=0) | 0.000130081996642468 | Range | 0.0688299999999998 | Trim Var. | 7.28394999622925e-05 |
V(Y[t],d=3,D=0) | 0.000417459195488720 | Range | 0.104299999999999 | Trim Var. | 0.000221841689411764 |
V(Y[t],d=0,D=1) | 0.000421425183643617 | Range | 0.10144 | Trim Var. | 0.000180187630255517 |
V(Y[t],d=1,D=1) | 0.000140273946530990 | Range | 0.0463100000000001 | Trim Var. | 9.62698993902437e-05 |
V(Y[t],d=2,D=1) | 0.000235787025507246 | Range | 0.0666399999999998 | Trim Var. | 0.000140950583589743 |
V(Y[t],d=3,D=1) | 0.000709840347979794 | Range | 0.124499999999999 | Trim Var. | 0.000389177140620782 |
V(Y[t],d=0,D=2) | 0.000794819630714285 | Range | 0.12324 | Trim Var. | 0.000476389512802419 |
V(Y[t],d=1,D=2) | 0.000375463343361344 | Range | 0.0728099999999998 | Trim Var. | 0.000260075142365591 |
V(Y[t],d=2,D=2) | 0.000778236863814614 | Range | 0.11586 | Trim Var. | 0.000479818448850574 |
V(Y[t],d=3,D=2) | 0.00241831035416665 | Range | 0.195619999999999 | Trim Var. | 0.00145928002389162 |