Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.199389726415094 | Range | 1.787 | Trim Var. | 0.134383276595745 |
V(Y[t],d=1,D=0) | 0.000587437590711182 | Range | 0.109000000000002 | Trim Var. | 0.000378488436632753 |
V(Y[t],d=2,D=0) | 0.00034608861236804 | Range | 0.0900000000000034 | Trim Var. | 0.000155893719806764 |
V(Y[t],d=3,D=0) | 0.000952376470588283 | Range | 0.163000000000006 | Trim Var. | 0.000391555555555559 |
V(Y[t],d=0,D=1) | 0.0351758861788618 | Range | 0.652000000000001 | Trim Var. | 0.0238914857142857 |
V(Y[t],d=1,D=1) | 0.00113377439024392 | Range | 0.134000000000004 | Trim Var. | 0.000752961344537809 |
V(Y[t],d=2,D=1) | 0.00079126923076928 | Range | 0.117000000000004 | Trim Var. | 0.000460299159663886 |
V(Y[t],d=3,D=1) | 0.00226816734143067 | Range | 0.206000000000008 | Trim Var. | 0.00145572773109254 |
V(Y[t],d=0,D=2) | 0.0855272195402299 | Range | 0.765000000000002 | Trim Var. | 0.0767521738461538 |
V(Y[t],d=1,D=2) | 0.00241376108374390 | Range | 0.202000000000007 | Trim Var. | 0.00146567666666671 |
V(Y[t],d=2,D=2) | 0.00261233201058221 | Range | 0.210000000000010 | Trim Var. | 0.00130779710144933 |
V(Y[t],d=3,D=2) | 0.00801152421652493 | Range | 0.366000000000019 | Trim Var. | 0.00420365612648249 |