Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0110236158192090 | Range | 0.43 | Trim Var. | 0.00702417889587701 |
V(Y[t],d=1,D=0) | 0.00113196960841613 | Range | 0.16 | Trim Var. | 0.000633960784313726 |
V(Y[t],d=2,D=0) | 0.00187320024198427 | Range | 0.18 | Trim Var. | 0.00110791836734694 |
V(Y[t],d=3,D=0) | 0.00468402255639099 | Range | 0.290000000000000 | Trim Var. | 0.00287138775510205 |
V(Y[t],d=0,D=1) | 0.00699982269503547 | Range | 0.35 | Trim Var. | 0.00480627177700348 |
V(Y[t],d=1,D=1) | 0.00168205365402405 | Range | 0.19 | Trim Var. | 0.000990243902439025 |
V(Y[t],d=2,D=1) | 0.00331246376811595 | Range | 0.24 | Trim Var. | 0.00184183535762483 |
V(Y[t],d=3,D=1) | 0.00836343434343436 | Range | 0.4 | Trim Var. | 0.00495681511470986 |
V(Y[t],d=0,D=2) | 0.00599428571428572 | Range | 0.290000000000000 | Trim Var. | 0.00438991935483871 |
V(Y[t],d=1,D=2) | 0.00478453781512606 | Range | 0.32 | Trim Var. | 0.00266666666666667 |
V(Y[t],d=2,D=2) | 0.00912914438502675 | Range | 0.42 | Trim Var. | 0.00568505747126437 |
V(Y[t],d=3,D=2) | 0.0230058712121212 | Range | 0.61 | Trim Var. | 0.0141534482758621 |