Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0095295579029734 | Range | 0.43 | Trim Var. | 0.00514489687995769 |
V(Y[t],d=1,D=0) | 0.00117903420523139 | Range | 0.16 | Trim Var. | 0.000729666842940244 |
V(Y[t],d=2,D=0) | 0.00205474120082816 | Range | 0.18 | Trim Var. | 0.00119446460980036 |
V(Y[t],d=3,D=0) | 0.0054721653878943 | Range | 0.33 | Trim Var. | 0.00346429378531074 |
V(Y[t],d=0,D=1) | 0.0074825988700565 | Range | 0.36 | Trim Var. | 0.00554986023759609 |
V(Y[t],d=1,D=1) | 0.0017666861484512 | Range | 0.19 | Trim Var. | 0.000943510204081634 |
V(Y[t],d=2,D=1) | 0.00356031457955233 | Range | 0.26 | Trim Var. | 0.00236018099547512 |
V(Y[t],d=3,D=1) | 0.00910476190476192 | Range | 0.41 | Trim Var. | 0.00582517647058825 |
V(Y[t],d=0,D=2) | 0.00766023936170214 | Range | 0.37 | Trim Var. | 0.00515725900116145 |
V(Y[t],d=1,D=2) | 0.00469454209065681 | Range | 0.32 | Trim Var. | 0.00255378205128205 |
V(Y[t],d=2,D=2) | 0.00911850241545895 | Range | 0.42 | Trim Var. | 0.00544608974358975 |
V(Y[t],d=3,D=2) | 0.0226225252525253 | Range | 0.64 | Trim Var. | 0.0131127311522049 |