Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0242415011267606 | Range | 0.4876 | Trim Var. | 0.0204458181919643 |
V(Y[t],d=1,D=0) | 0.000718109690140845 | Range | 0.1263 | Trim Var. | 0.000479841786994368 |
V(Y[t],d=2,D=0) | 0.000945621078674948 | Range | 0.1548 | Trim Var. | 0.000542824487043892 |
V(Y[t],d=3,D=0) | 0.00224583855924979 | Range | 0.2448 | Trim Var. | 0.00111154242622951 |
V(Y[t],d=0,D=1) | 0.0092180916920904 | Range | 0.3964 | Trim Var. | 0.00682270334032145 |
V(Y[t],d=1,D=1) | 0.00139784288135593 | Range | 0.148400000000000 | Trim Var. | 0.00103621320754717 |
V(Y[t],d=2,D=1) | 0.00194958159709619 | Range | 0.1686 | Trim Var. | 0.00144806402337858 |
V(Y[t],d=3,D=1) | 0.0046860868859649 | Range | 0.3033 | Trim Var. | 0.00304620571764705 |
V(Y[t],d=0,D=2) | 0.0162251969813830 | Range | 0.5264 | Trim Var. | 0.0100137717363531 |
V(Y[t],d=1,D=2) | 0.00362566313598519 | Range | 0.2532 | Trim Var. | 0.00212094551219512 |
V(Y[t],d=2,D=2) | 0.00580288098550723 | Range | 0.290599999999999 | Trim Var. | 0.00388455835897435 |
V(Y[t],d=3,D=2) | 0.0149339768888888 | Range | 0.497699999999999 | Trim Var. | 0.0097456999190283 |