Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00369107594936709 | Range | 0.22 | Trim Var. | 0.00266064530289728 |
V(Y[t],d=1,D=0) | 0.00046306394027913 | Range | 0.14 | Trim Var. | 0.000210528559249787 |
V(Y[t],d=2,D=0) | 0.000806077256077256 | Range | 0.17 | Trim Var. | 0.000433457556935818 |
V(Y[t],d=3,D=0) | 0.00219077238550923 | Range | 0.27 | Trim Var. | 0.00117276214833760 |
V(Y[t],d=0,D=1) | 0.00269815627743635 | Range | 0.21 | Trim Var. | 0.00180497175141243 |
V(Y[t],d=1,D=1) | 0.000914834916327454 | Range | 0.18 | Trim Var. | 0.000420923436586791 |
V(Y[t],d=2,D=1) | 0.00174920745920746 | Range | 0.21 | Trim Var. | 0.000951503759398496 |
V(Y[t],d=3,D=1) | 0.00485225961538462 | Range | 0.35 | Trim Var. | 0.00283214285714286 |
V(Y[t],d=0,D=2) | 0.00736363636363636 | Range | 0.35 | Trim Var. | 0.00478616326530612 |
V(Y[t],d=1,D=2) | 0.00281872053872054 | Range | 0.3 | Trim Var. | 0.0014921768707483 |
V(Y[t],d=2,D=2) | 0.00540754716981132 | Range | 0.35 | Trim Var. | 0.00361378546099291 |
V(Y[t],d=3,D=2) | 0.0151326560232221 | Range | 0.58 | Trim Var. | 0.00988103607770582 |