Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0020690395480226 | Range | 0.2 | Trim Var. | 0.00115950384346611 |
V(Y[t],d=1,D=0) | 0.000525715955581531 | Range | 0.14 | Trim Var. | 0.000252830188679245 |
V(Y[t],d=2,D=0) | 0.00088723532970357 | Range | 0.17 | Trim Var. | 0.000441779788838613 |
V(Y[t],d=3,D=0) | 0.00239461152882206 | Range | 0.27 | Trim Var. | 0.00120258823529412 |
V(Y[t],d=0,D=1) | 0.00223293439716312 | Range | 0.18 | Trim Var. | 0.00157537746806039 |
V(Y[t],d=1,D=1) | 0.00084468085106383 | Range | 0.18 | Trim Var. | 0.000368653846153846 |
V(Y[t],d=2,D=1) | 0.00170202898550725 | Range | 0.21 | Trim Var. | 0.000794294871794871 |
V(Y[t],d=3,D=1) | 0.00489525252525253 | Range | 0.35 | Trim Var. | 0.00242307692307692 |
V(Y[t],d=0,D=2) | 0.00585420634920635 | Range | 0.3 | Trim Var. | 0.00390322580645161 |
V(Y[t],d=1,D=2) | 0.00285344537815126 | Range | 0.3 | Trim Var. | 0.00128516129032258 |
V(Y[t],d=2,D=2) | 0.00566532976827095 | Range | 0.35 | Trim Var. | 0.00334126436781609 |
V(Y[t],d=3,D=2) | 0.0166335227272727 | Range | 0.58 | Trim Var. | 0.0104206896551724 |