Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0191086082412834 | Range | 0.442982 | Trim Var. | 0.0159370871351031 |
V(Y[t],d=1,D=0) | 0.000383202483348588 | Range | 0.092676 | Trim Var. | 0.000252833573037827 |
V(Y[t],d=2,D=0) | 0.000498588735258075 | Range | 0.108587000000000 | Trim Var. | 0.000316118712910145 |
V(Y[t],d=3,D=0) | 0.00117721521659809 | Range | 0.182325 | Trim Var. | 0.000701090781864876 |
V(Y[t],d=0,D=1) | 0.00607676252469952 | Range | 0.324736 | Trim Var. | 0.00387498933551949 |
V(Y[t],d=1,D=1) | 0.000843178525100408 | Range | 0.138180000000000 | Trim Var. | 0.000487480668632378 |
V(Y[t],d=2,D=1) | 0.00113932905684033 | Range | 0.154686 | Trim Var. | 0.000765826562379008 |
V(Y[t],d=3,D=1) | 0.00273314558006347 | Range | 0.246172 | Trim Var. | 0.00164825365482519 |
V(Y[t],d=0,D=2) | 0.0133999455414078 | Range | 0.482194 | Trim Var. | 0.00874291026889837 |
V(Y[t],d=1,D=2) | 0.00225211402992121 | Range | 0.201120000000001 | Trim Var. | 0.0015786341036216 |
V(Y[t],d=2,D=2) | 0.0035019403622376 | Range | 0.248761 | Trim Var. | 0.00237530695646765 |
V(Y[t],d=3,D=2) | 0.00889242506943181 | Range | 0.383030000000002 | Trim Var. | 0.00576224334664479 |