Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0170529113924051 | Range | 0.39 | Trim Var. | 0.0131158751696065 |
V(Y[t],d=1,D=0) | 0.000640733528075301 | Range | 0.12 | Trim Var. | 0.000395331991951711 |
V(Y[t],d=2,D=0) | 0.00103629703629704 | Range | 0.16 | Trim Var. | 0.000595631469979296 |
V(Y[t],d=3,D=0) | 0.00270393028024607 | Range | 0.23 | Trim Var. | 0.00166845694799659 |
V(Y[t],d=0,D=1) | 0.00822429762949957 | Range | 0.34 | Trim Var. | 0.00617451298701299 |
V(Y[t],d=1,D=1) | 0.00134694708276798 | Range | 0.18 | Trim Var. | 0.000727918935269208 |
V(Y[t],d=2,D=1) | 0.00271536130536131 | Range | 0.230000000000000 | Trim Var. | 0.00155263157894737 |
V(Y[t],d=3,D=1) | 0.00749846153846154 | Range | 0.36 | Trim Var. | 0.00507656641604011 |
V(Y[t],d=0,D=2) | 0.0167742532467533 | Range | 0.5 | Trim Var. | 0.0121153061224490 |
V(Y[t],d=1,D=2) | 0.00452996632996633 | Range | 0.32 | Trim Var. | 0.00285085034013606 |
V(Y[t],d=2,D=2) | 0.00980394828791056 | Range | 0.43 | Trim Var. | 0.00623683510638299 |
V(Y[t],d=3,D=2) | 0.0274229317851959 | Range | 0.66 | Trim Var. | 0.0194172062904718 |