Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0201817088607595 | Range | 0.45 | Trim Var. | 0.0159273084886128 |
V(Y[t],d=1,D=0) | 0.00137114573190522 | Range | 0.200000000000000 | Trim Var. | 0.000688388937664617 |
V(Y[t],d=2,D=0) | 0.00201346986346986 | Range | 0.2 | Trim Var. | 0.00120882352941176 |
V(Y[t],d=3,D=0) | 0.00489466848940533 | Range | 0.33 | Trim Var. | 0.00304040920716112 |
V(Y[t],d=0,D=1) | 0.00902816066725197 | Range | 0.41 | Trim Var. | 0.00629220338983051 |
V(Y[t],d=1,D=1) | 0.00224839439167797 | Range | 0.28 | Trim Var. | 0.00103918831168831 |
V(Y[t],d=2,D=1) | 0.004 | Range | 0.3 | Trim Var. | 0.00235401002506266 |
V(Y[t],d=3,D=1) | 0.00995586538461538 | Range | 0.47 | Trim Var. | 0.0060140977443609 |
V(Y[t],d=0,D=2) | 0.0194664610389610 | Range | 0.6 | Trim Var. | 0.0125660816326531 |
V(Y[t],d=1,D=2) | 0.00603185185185185 | Range | 0.4 | Trim Var. | 0.00336989795918367 |
V(Y[t],d=2,D=2) | 0.0109843466107617 | Range | 0.47 | Trim Var. | 0.00722393617021276 |
V(Y[t],d=3,D=2) | 0.0270976777939042 | Range | 0.74 | Trim Var. | 0.0173985198889917 |