Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0186397068509317 | Range | 0.5527 | Trim Var. | 0.0120909051427816 |
V(Y[t],d=1,D=0) | 0.000625138810741687 | Range | 0.1263 | Trim Var. | 0.000392512568306011 |
V(Y[t],d=2,D=0) | 0.000950173713784019 | Range | 0.1399 | Trim Var. | 0.000614731353107343 |
V(Y[t],d=3,D=0) | 0.00236623393939393 | Range | 0.238 | Trim Var. | 0.0014636498188194 |
V(Y[t],d=0,D=1) | 0.00844855803085299 | Range | 0.3964 | Trim Var. | 0.00557959195701357 |
V(Y[t],d=1,D=1) | 0.00134374534461153 | Range | 0.147300000000000 | Trim Var. | 0.000976909325490195 |
V(Y[t],d=2,D=1) | 0.00208236628246752 | Range | 0.1608 | Trim Var. | 0.00165436392244897 |
V(Y[t],d=3,D=1) | 0.00511415284848482 | Range | 0.290299999999999 | Trim Var. | 0.0035488257653061 |
V(Y[t],d=0,D=2) | 0.0178336094299517 | Range | 0.5583 | Trim Var. | 0.0108794582307692 |
V(Y[t],d=1,D=2) | 0.00424023694949494 | Range | 0.247599999999999 | Trim Var. | 0.00271494657219973 |
V(Y[t],d=2,D=2) | 0.00656510021141646 | Range | 0.309299999999999 | Trim Var. | 0.00457009374110951 |
V(Y[t],d=3,D=2) | 0.0155726950387596 | Range | 0.551799999999999 | Trim Var. | 0.00894315225225218 |