Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00600937010954617 | Range | 0.22 | Trim Var. | 0.00440412244897959 |
V(Y[t],d=1,D=0) | 0.000141690140845071 | Range | 0.09 | Trim Var. | NA |
V(Y[t],d=2,D=0) | 0.000263768115942029 | Range | 0.17 | Trim Var. | 1.81818181818174e-06 |
V(Y[t],d=3,D=0) | 0.000764705882352942 | Range | 0.26 | Trim Var. | 2.65341905318525e-05 |
V(Y[t],d=0,D=1) | 0.00188067796610170 | Range | 0.14 | Trim Var. | 0.000733770161290326 |
V(Y[t],d=1,D=1) | 0.000327118644067798 | Range | 0.170000000000000 | Trim Var. | 0 |
V(Y[t],d=2,D=1) | 0.000610526315789476 | Range | 0.180000000000000 | Trim Var. | 8.03544494720967e-05 |
V(Y[t],d=3,D=1) | 0.00177857142857144 | Range | 0.330000000000001 | Trim Var. | 0.000250000000000001 |
V(Y[t],d=0,D=2) | 0.00527335992907803 | Range | 0.230000000000000 | Trim Var. | 0.0039098780487805 |
V(Y[t],d=1,D=2) | 0.00103006475485662 | Range | 0.260000000000000 | Trim Var. | 0 |
V(Y[t],d=2,D=2) | 0.00192444444444445 | Range | 0.330000000000001 | Trim Var. | 0.000184615384615385 |
V(Y[t],d=3,D=2) | 0.00562727272727275 | Range | 0.520000000000001 | Trim Var. | 0.000827260458839408 |