Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0238874285739437 | Range | 0.4876 | Trim Var. | 0.0201305206324405 |
V(Y[t],d=1,D=0) | 0.00062698196780684 | Range | 0.1263 | Trim Var. | 0.000399488914490528 |
V(Y[t],d=2,D=0) | 0.000843361316770186 | Range | 0.1399 | Trim Var. | 0.000511188664727657 |
V(Y[t],d=3,D=0) | 0.00200464078005115 | Range | 0.238 | Trim Var. | 0.00112104505464481 |
V(Y[t],d=0,D=1) | 0.0089549316920904 | Range | 0.3964 | Trim Var. | 0.00633930355345912 |
V(Y[t],d=1,D=1) | 0.00138214153126826 | Range | 0.147300000000000 | Trim Var. | 0.00101700042089986 |
V(Y[t],d=2,D=1) | 0.00188022611312764 | Range | 0.1718 | Trim Var. | 0.00141108930241327 |
V(Y[t],d=3,D=1) | 0.0044290844736842 | Range | 0.277999999999999 | Trim Var. | 0.00291281746666666 |
V(Y[t],d=0,D=2) | 0.0195264861303191 | Range | 0.5583 | Trim Var. | 0.0128887519860627 |
V(Y[t],d=1,D=2) | 0.00401324113783533 | Range | 0.244999999999999 | Trim Var. | 0.00269520760975610 |
V(Y[t],d=2,D=2) | 0.00609420307246375 | Range | 0.275300000000000 | Trim Var. | 0.00444240840384615 |
V(Y[t],d=3,D=2) | 0.0151837522727272 | Range | 0.497699999999999 | Trim Var. | 0.0099700397975708 |