Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0199412025316456 | Range | 0.46 | Trim Var. | 0.0151542199488491 |
V(Y[t],d=1,D=0) | 0.00131671535215839 | Range | 0.2 | Trim Var. | 0.000644315188762072 |
V(Y[t],d=2,D=0) | 0.00208306693306694 | Range | 0.21 | Trim Var. | 0.00126046971027217 |
V(Y[t],d=3,D=0) | 0.00521052631578948 | Range | 0.34 | Trim Var. | 0.00320781387181739 |
V(Y[t],d=0,D=1) | 0.00793017998244074 | Range | 0.36 | Trim Var. | 0.0057969209039548 |
V(Y[t],d=1,D=1) | 0.00217869742198101 | Range | 0.28 | Trim Var. | 0.00103847549909256 |
V(Y[t],d=2,D=1) | 0.00414902097902098 | Range | 0.31 | Trim Var. | 0.00226942355889725 |
V(Y[t],d=3,D=1) | 0.0107297115384616 | Range | 0.51 | Trim Var. | 0.00599555137844612 |
V(Y[t],d=0,D=2) | 0.0163617857142857 | Range | 0.54 | Trim Var. | 0.0106166938775510 |
V(Y[t],d=1,D=2) | 0.00569932659932661 | Range | 0.39 | Trim Var. | 0.00304039115646259 |
V(Y[t],d=2,D=2) | 0.0112764849755416 | Range | 0.48 | Trim Var. | 0.00683422756706754 |
V(Y[t],d=3,D=2) | 0.0290537010159652 | Range | 0.78 | Trim Var. | 0.0178249768732655 |