Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00487292644757433 | Range | 0.2 | Trim Var. | 0.00361488203266788 |
V(Y[t],d=1,D=0) | 2.62374245472836e-05 | Range | 0.0299999999999998 | Trim Var. | 0 |
V(Y[t],d=2,D=0) | 6.9565217391304e-05 | Range | 0.0399999999999998 | Trim Var. | 2.8571428571428e-06 |
V(Y[t],d=3,D=0) | 0.000232352941176470 | Range | 0.0799999999999994 | Trim Var. | 5.97594819611468e-05 |
V(Y[t],d=0,D=1) | 0.000127090395480226 | Range | 0.04 | Trim Var. | 3.69337979094073e-05 |
V(Y[t],d=1,D=1) | 4.99707773232025e-05 | Range | 0.0299999999999999 | Trim Var. | 1.78846153846150e-05 |
V(Y[t],d=2,D=1) | 0.000133333333333333 | Range | 0.04 | Trim Var. | 8.97959183673461e-05 |
V(Y[t],d=3,D=1) | 0.000446428571428569 | Range | 0.08 | Trim Var. | 0.000307999999999998 |
V(Y[t],d=0,D=2) | 0.000257047872340424 | Range | 0.0599999999999998 | Trim Var. | 0.000125064102564102 |
V(Y[t],d=1,D=2) | 0.000122756706753006 | Range | 0.0499999999999996 | Trim Var. | 5.29556650246299e-05 |
V(Y[t],d=2,D=2) | 0.000344396135265698 | Range | 0.0799999999999992 | Trim Var. | 0.000204183535762483 |
V(Y[t],d=3,D=2) | 0.00117454545454545 | Range | 0.149999999999999 | Trim Var. | 0.000741835357624828 |