Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0094310408852459 | Range | 0.4088 | Trim Var. | 0.00519655948476052 |
V(Y[t],d=1,D=0) | 0.000652815412429377 | Range | 0.1263 | Trim Var. | 0.000427166726065688 |
V(Y[t],d=2,D=0) | 0.00103156176504968 | Range | 0.1399 | Trim Var. | 0.00071142344702467 |
V(Y[t],d=3,D=0) | 0.00256723111917725 | Range | 0.238 | Trim Var. | 0.00172356450603318 |
V(Y[t],d=0,D=1) | 0.00740851397108844 | Range | 0.3655 | Trim Var. | 0.00439954953488372 |
V(Y[t],d=1,D=1) | 0.00138826010195035 | Range | 0.147300000000000 | Trim Var. | 0.000947619959349593 |
V(Y[t],d=2,D=1) | 0.00216283569842737 | Range | 0.1606 | Trim Var. | 0.00167266162195121 |
V(Y[t],d=3,D=1) | 0.00514362595652171 | Range | 0.290299999999999 | Trim Var. | 0.00321747814743587 |
V(Y[t],d=0,D=2) | 0.0201024211411411 | Range | 0.5583 | Trim Var. | 0.0139571367234849 |
V(Y[t],d=1,D=2) | 0.00443268628571428 | Range | 0.247599999999999 | Trim Var. | 0.00310334765120968 |
V(Y[t],d=2,D=2) | 0.00692155129411763 | Range | 0.2955 | Trim Var. | 0.00524621812903223 |
V(Y[t],d=3,D=2) | 0.0155647254545454 | Range | 0.551799999999999 | Trim Var. | 0.0091462748160919 |