Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 1.76410436251878e-06 | Range | 0.006162618 | Trim Var. | 1.03137422870052e-06 |
V(Y[t],d=1,D=0) | 2.10040574334751e-06 | Range | 0.008137035 | Trim Var. | 7.7367345575215e-07 |
V(Y[t],d=2,D=0) | 5.29464741687761e-06 | Range | 0.013007154 | Trim Var. | 1.92405117688956e-06 |
V(Y[t],d=3,D=0) | 1.62152493349224e-05 | Range | 0.021109421 | Trim Var. | 6.73006764769271e-06 |
V(Y[t],d=0,D=1) | 4.14326261114963e-07 | Range | 0.003299823 | Trim Var. | 2.34368460818697e-07 |
V(Y[t],d=1,D=1) | 5.51913242493715e-07 | Range | 0.003882328 | Trim Var. | 2.95449959669095e-07 |
V(Y[t],d=2,D=1) | 1.644237186518e-06 | Range | 0.006913106 | Trim Var. | 8.27246758828767e-07 |
V(Y[t],d=3,D=1) | 5.60953623051171e-06 | Range | 0.012503378 | Trim Var. | 2.89836832331779e-06 |
V(Y[t],d=0,D=2) | 1.29345276649076e-06 | Range | 0.005312093 | Trim Var. | 7.82116093485513e-07 |
V(Y[t],d=1,D=2) | 1.51650886500243e-06 | Range | 0.005907405 | Trim Var. | 7.99908061080224e-07 |
V(Y[t],d=2,D=2) | 4.65989790894505e-06 | Range | 0.010604342 | Trim Var. | 2.10701957090488e-06 |
V(Y[t],d=3,D=2) | 1.65898308075230e-05 | Range | 0.020090405 | Trim Var. | 8.0552634866174e-06 |