Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00847827683615819 | Range | 0.27 | Trim Var. | 0.0021940620782726 |
V(Y[t],d=1,D=0) | 0.000149386323787259 | Range | 0.09 | Trim Var. | NA |
V(Y[t],d=2,D=0) | 0.000291228070175439 | Range | 0.17 | Trim Var. | 2.77777777777766e-06 |
V(Y[t],d=3,D=0) | 0.000857142857142858 | Range | 0.26 | Trim Var. | 5.63636363636362e-05 |
V(Y[t],d=0,D=1) | 0.00145514184397164 | Range | 0.14 | Trim Var. | 0.000688833570412521 |
V(Y[t],d=1,D=1) | 0.000352081406105459 | Range | 0.170000000000000 | Trim Var. | 1.82606691023382e-33 |
V(Y[t],d=2,D=1) | 0.000688888888888892 | Range | 0.180000000000000 | Trim Var. | 5.12802275960173e-05 |
V(Y[t],d=3,D=1) | 0.00205000000000001 | Range | 0.330000000000001 | Trim Var. | 0.00026842105263158 |
V(Y[t],d=0,D=2) | 0.00491015873015875 | Range | 0.250000000000000 | Trim Var. | 0.00243320105820107 |
V(Y[t],d=1,D=2) | 0.00115495798319328 | Range | 0.250000000000001 | Trim Var. | 5.04615384615386e-05 |
V(Y[t],d=2,D=2) | 0.00236363636363638 | Range | 0.330000000000001 | Trim Var. | 0.000282758620689656 |
V(Y[t],d=3,D=2) | 0.00714678030303034 | Range | 0.520000000000001 | Trim Var. | 0.00143054187192119 |