Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0286908699103641 | Range | 0.5695 | Trim Var. | 0.0233206373225225 |
V(Y[t],d=1,D=0) | 0.00060150538582903 | Range | 0.1263 | Trim Var. | 0.000384914611255090 |
V(Y[t],d=2,D=0) | 0.000883012556567732 | Range | 0.1399 | Trim Var. | 0.000557197012937594 |
V(Y[t],d=3,D=0) | 0.00213612817825955 | Range | 0.238 | Trim Var. | 0.0012665013771518 |
V(Y[t],d=0,D=1) | 0.00769698935312024 | Range | 0.3964 | Trim Var. | 0.00483921811538462 |
V(Y[t],d=1,D=1) | 0.00133261624217527 | Range | 0.147300000000000 | Trim Var. | 0.00095538681547619 |
V(Y[t],d=2,D=1) | 0.00189756711066398 | Range | 0.1718 | Trim Var. | 0.00141108278545826 |
V(Y[t],d=3,D=1) | 0.00459660685093165 | Range | 0.290299999999999 | Trim Var. | 0.00294938096245371 |
V(Y[t],d=0,D=2) | 0.0189027321748634 | Range | 0.5583 | Trim Var. | 0.0125165020827286 |
V(Y[t],d=1,D=2) | 0.00397243874293785 | Range | 0.247599999999999 | Trim Var. | 0.0028491241509434 |
V(Y[t],d=2,D=2) | 0.00601919097019285 | Range | 0.309299999999999 | Trim Var. | 0.0044971238824383 |
V(Y[t],d=3,D=2) | 0.0148731400151240 | Range | 0.551799999999999 | Trim Var. | 0.0100298639215686 |