Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0263579086327160 | Range | 0.5364 | Trim Var. | 0.0211005857142857 |
V(Y[t],d=1,D=0) | 0.000591926504746835 | Range | 0.1263 | Trim Var. | 0.000389660344287950 |
V(Y[t],d=2,D=0) | 0.000864979918857512 | Range | 0.1399 | Trim Var. | 0.000572819770623741 |
V(Y[t],d=3,D=0) | 0.00212101768231768 | Range | 0.238 | Trim Var. | 0.00133320766252588 |
V(Y[t],d=0,D=1) | 0.00790914371270247 | Range | 0.3964 | Trim Var. | 0.00488059337704918 |
V(Y[t],d=1,D=1) | 0.00131546622256365 | Range | 0.147300000000000 | Trim Var. | 0.000908481988700564 |
V(Y[t],d=2,D=1) | 0.00196119795567616 | Range | 0.1718 | Trim Var. | 0.0014498482817066 |
V(Y[t],d=3,D=1) | 0.0047504348251748 | Range | 0.290299999999999 | Trim Var. | 0.00300899210223834 |
V(Y[t],d=0,D=2) | 0.0197809664160401 | Range | 0.5583 | Trim Var. | 0.0144053049176471 |
V(Y[t],d=1,D=2) | 0.00393912033441558 | Range | 0.247599999999999 | Trim Var. | 0.00272182324897959 |
V(Y[t],d=2,D=2) | 0.00629725299663297 | Range | 0.309299999999999 | Trim Var. | 0.00468379403061223 |
V(Y[t],d=3,D=2) | 0.0155128437735848 | Range | 0.551799999999999 | Trim Var. | 0.0103419859530141 |