Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.023227012987013 | Range | 0.66 | Trim Var. | 0.0137500408163265 |
V(Y[t],d=1,D=0) | 0.00649070707070707 | Range | 0.45 | Trim Var. | 0.00216811224489796 |
V(Y[t],d=2,D=0) | 0.0121432564640112 | Range | 0.65 | Trim Var. | 0.00442819148936171 |
V(Y[t],d=3,D=0) | 0.0341131349782294 | Range | 1 | Trim Var. | 0.0125271045328400 |
V(Y[t],d=0,D=1) | 0.00649070707070707 | Range | 0.45 | Trim Var. | 0.00216811224489796 |
V(Y[t],d=1,D=1) | 0.0121432564640112 | Range | 0.65 | Trim Var. | 0.00442819148936171 |
V(Y[t],d=2,D=1) | 0.0341131349782294 | Range | 1 | Trim Var. | 0.0125271045328400 |
V(Y[t],d=3,D=1) | 0.110754864253394 | Range | 1.78 | Trim Var. | 0.0438599033816426 |
V(Y[t],d=0,D=2) | 0.0121432564640112 | Range | 0.65 | Trim Var. | 0.00442819148936171 |
V(Y[t],d=1,D=2) | 0.0341131349782294 | Range | 1 | Trim Var. | 0.0125271045328400 |
V(Y[t],d=2,D=2) | 0.110754864253394 | Range | 1.78 | Trim Var. | 0.0438599033816426 |
V(Y[t],d=3,D=2) | 0.38434737254902 | Range | 3.14000000000000 | Trim Var. | 0.170060909090909 |