Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0120525423728814 | Range | 0.39 | Trim Var. | 0.00768582202111614 |
V(Y[t],d=1,D=0) | 0.00070385739333723 | Range | 0.12 | Trim Var. | 0.000452177068214804 |
V(Y[t],d=2,D=0) | 0.00110626134301271 | Range | 0.16 | Trim Var. | 0.000585019607843137 |
V(Y[t],d=3,D=0) | 0.0029515037593985 | Range | 0.23 | Trim Var. | 0.00179036734693878 |
V(Y[t],d=0,D=1) | 0.0083886524822695 | Range | 0.3 | Trim Var. | 0.00645512195121951 |
V(Y[t],d=1,D=1) | 0.00138658649398705 | Range | 0.18 | Trim Var. | 0.000747804878048781 |
V(Y[t],d=2,D=1) | 0.0027843961352657 | Range | 0.230000000000000 | Trim Var. | 0.00151754385964912 |
V(Y[t],d=3,D=1) | 0.00781464646464647 | Range | 0.359999999999999 | Trim Var. | 0.005178677462888 |
V(Y[t],d=0,D=2) | 0.00841420634920636 | Range | 0.36 | Trim Var. | 0.00551360887096774 |
V(Y[t],d=1,D=2) | 0.00480638655462185 | Range | 0.3 | Trim Var. | 0.00295462365591398 |
V(Y[t],d=2,D=2) | 0.0101170231729055 | Range | 0.43 | Trim Var. | 0.00616379310344828 |
V(Y[t],d=3,D=2) | 0.0279820075757576 | Range | 0.639999999999999 | Trim Var. | 0.0197600985221675 |