Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.175724444444444 | Range | 1.26 | Trim Var. | 0.137112163461539 |
V(Y[t],d=1,D=0) | 0.00100955696202531 | Range | 0.149999999999999 | Trim Var. | 0.000597720797720795 |
V(Y[t],d=2,D=0) | 0.00132564102564102 | Range | 0.23 | Trim Var. | 0.000353561368209257 |
V(Y[t],d=3,D=0) | 0.00318569763569762 | Range | 0.350 | Trim Var. | 0.000932587991718421 |
V(Y[t],d=0,D=1) | 0.0156812446717818 | Range | 0.430000000000001 | Trim Var. | 0.0118571038251366 |
V(Y[t],d=1,D=1) | 0.00158691834942932 | Range | 0.290000000000000 | Trim Var. | 0.000387683615819209 |
V(Y[t],d=2,D=1) | 0.00182388059701492 | Range | 0.249999999999999 | Trim Var. | 0.000712741087083576 |
V(Y[t],d=3,D=1) | 0.00436913752913751 | Range | 0.449999999999999 | Trim Var. | 0.00156539624924379 |
V(Y[t],d=0,D=2) | 0.0335137844611529 | Range | 0.730000000000001 | Trim Var. | 0.0212953469387755 |
V(Y[t],d=1,D=2) | 0.00355675324675324 | Range | 0.299999999999999 | Trim Var. | 0.00185323129251701 |
V(Y[t],d=2,D=2) | 0.00387057239057238 | Range | 0.279999999999998 | Trim Var. | 0.00240739795918367 |
V(Y[t],d=3,D=2) | 0.0093647798742138 | Range | 0.429999999999999 | Trim Var. | 0.00505953014184397 |