Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0102659853107345 | Range | 0.3754 | Trim Var. | 0.00810890853948288 |
V(Y[t],d=1,D=0) | 0.000710306335476329 | Range | 0.114400000000000 | Trim Var. | 0.000492931683599419 |
V(Y[t],d=2,D=0) | 0.000948227707199031 | Range | 0.1495 | Trim Var. | 0.000550504898190045 |
V(Y[t],d=3,D=0) | 0.00245083367167920 | Range | 0.2448 | Trim Var. | 0.00129873145882353 |
V(Y[t],d=0,D=1) | 0.0168694561657801 | Range | 0.4566 | Trim Var. | 0.0131176773344948 |
V(Y[t],d=1,D=1) | 0.00131563432932470 | Range | 0.141300000000000 | Trim Var. | 0.000846486280487805 |
V(Y[t],d=2,D=1) | 0.00204780258937198 | Range | 0.189000000000000 | Trim Var. | 0.00126400481410256 |
V(Y[t],d=3,D=1) | 0.00513016491919191 | Range | 0.3454 | Trim Var. | 0.00273569734143050 |
V(Y[t],d=0,D=2) | 0.00653614171428571 | Range | 0.2735 | Trim Var. | 0.00509980603830645 |
V(Y[t],d=1,D=2) | 0.00434275240336134 | Range | 0.268500000000000 | Trim Var. | 0.00265082806451613 |
V(Y[t],d=2,D=2) | 0.00646769230837789 | Range | 0.3454 | Trim Var. | 0.00390617633333333 |
V(Y[t],d=3,D=2) | 0.0156996023484848 | Range | 0.591799999999999 | Trim Var. | 0.0082125252463054 |