Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.033189651799687 | Range | 0.76 | Trim Var. | 0.0219835069444444 |
V(Y[t],d=1,D=0) | 0.016262092555332 | Range | 0.76 | Trim Var. | 0.00355442908346134 |
V(Y[t],d=2,D=0) | 0.0291927329192547 | Range | 1.07 | Trim Var. | 0.00641142252776309 |
V(Y[t],d=3,D=0) | 0.078464620630861 | Range | 1.61 | Trim Var. | 0.0192672131147541 |
V(Y[t],d=0,D=1) | 0.0214864124293785 | Range | 0.65 | Trim Var. | 0.0158099419448476 |
V(Y[t],d=1,D=1) | 0.00430970192869667 | Range | 0.37 | Trim Var. | 0.00184917043740573 |
V(Y[t],d=2,D=1) | 0.00590698729582577 | Range | 0.54 | Trim Var. | 0.00133103318250377 |
V(Y[t],d=3,D=1) | 0.0148910401002506 | Range | 0.81 | Trim Var. | 0.00362666666666666 |
V(Y[t],d=0,D=2) | 0.071291445035461 | Range | 0.84 | Trim Var. | 0.0594222996515679 |
V(Y[t],d=1,D=2) | 0.0126724329324699 | Range | 0.69 | Trim Var. | 0.00469548780487805 |
V(Y[t],d=2,D=2) | 0.0138765700483092 | Range | 0.66 | Trim Var. | 0.00355384615384615 |
V(Y[t],d=3,D=2) | 0.0311646464646465 | Range | 0.97 | Trim Var. | 0.0110576248313090 |