Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0518118935837246 | Range | 0.71 | Trim Var. | 0.0430651817716334 |
V(Y[t],d=1,D=0) | 0.000724627766599596 | Range | 0.169999999999999 | Trim Var. | 0.000226784769962983 |
V(Y[t],d=2,D=0) | 0.00108662525879916 | Range | 0.199999999999999 | Trim Var. | 0.000464754098360652 |
V(Y[t],d=3,D=0) | 0.00275093776641089 | Range | 0.25 | Trim Var. | 0.00136726775956283 |
V(Y[t],d=0,D=1) | 0.00816033898305085 | Range | 0.350000000000001 | Trim Var. | 0.00467537254901961 |
V(Y[t],d=1,D=1) | 0.00115458796025716 | Range | 0.19 | Trim Var. | 0.000563497822931785 |
V(Y[t],d=2,D=1) | 0.00174836660617059 | Range | 0.219999999999999 | Trim Var. | 0.000967533936651583 |
V(Y[t],d=3,D=1) | 0.00522525062656639 | Range | 0.309999999999998 | Trim Var. | 0.00326282352941176 |
V(Y[t],d=0,D=2) | 0.019691445035461 | Range | 0.48 | Trim Var. | 0.0147547560975610 |
V(Y[t],d=1,D=2) | 0.00374671600370027 | Range | 0.339999999999999 | Trim Var. | 0.00162621951219512 |
V(Y[t],d=2,D=2) | 0.00593879227053138 | Range | 0.350 | Trim Var. | 0.00302846153846153 |
V(Y[t],d=3,D=2) | 0.0184225252525252 | Range | 0.599999999999997 | Trim Var. | 0.0107094466936572 |