Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0259198865253165 | Range | 0.5184 | Trim Var. | 0.0218339743661972 |
V(Y[t],d=1,D=0) | 0.000593368688737422 | Range | 0.1263 | Trim Var. | 0.000388037070422535 |
V(Y[t],d=2,D=0) | 0.000858935524475523 | Range | 0.1399 | Trim Var. | 0.00056257256521739 |
V(Y[t],d=3,D=0) | 0.00207297941216678 | Range | 0.238 | Trim Var. | 0.00126906357203751 |
V(Y[t],d=0,D=1) | 0.00800146323748902 | Range | 0.3964 | Trim Var. | 0.00493930525423729 |
V(Y[t],d=1,D=1) | 0.00131837400271370 | Range | 0.147300000000000 | Trim Var. | 0.000905731817650496 |
V(Y[t],d=2,D=1) | 0.00193988684382284 | Range | 0.1718 | Trim Var. | 0.00141619972171808 |
V(Y[t],d=3,D=1) | 0.00464758741346152 | Range | 0.290299999999999 | Trim Var. | 0.0028612553822055 |
V(Y[t],d=0,D=2) | 0.0200762069090909 | Range | 0.5583 | Trim Var. | 0.0146270023836735 |
V(Y[t],d=1,D=2) | 0.0039763384040404 | Range | 0.247599999999999 | Trim Var. | 0.00273812375 |
V(Y[t],d=2,D=2) | 0.00636875671558349 | Range | 0.309299999999999 | Trim Var. | 0.00472910967641843 |
V(Y[t],d=3,D=2) | 0.0157218060957909 | Range | 0.551799999999999 | Trim Var. | 0.0104636915171137 |