Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0138353246753247 | Range | 0.33 | Trim Var. | 0.0117081117021277 |
V(Y[t],d=1,D=0) | 0.000229158249158249 | Range | 0.08 | Trim Var. | 8.20557491289198e-05 |
V(Y[t],d=2,D=0) | 0.000275471698113207 | Range | 0.09 | Trim Var. | 0.000131737588652482 |
V(Y[t],d=3,D=0) | 0.000819230769230768 | Range | 0.170000000000000 | Trim Var. | 0.000432562442183163 |
V(Y[t],d=0,D=1) | 0.0101959302325581 | Range | 0.33 | Trim Var. | 0.00751696696696697 |
V(Y[t],d=1,D=1) | 0.000582834994462901 | Range | 0.110000000000000 | Trim Var. | 0.000285435435435435 |
V(Y[t],d=2,D=1) | 0.000509698025551683 | Range | 0.08 | Trim Var. | 0.000322777777777777 |
V(Y[t],d=3,D=1) | 0.00139500000000000 | Range | 0.15 | Trim Var. | 0.000879327731092435 |
V(Y[t],d=0,D=2) | 0.030511189516129 | Range | 0.54 | Trim Var. | 0.0238717948717949 |
V(Y[t],d=1,D=2) | 0.00224279569892473 | Range | 0.19 | Trim Var. | 0.00138717948717949 |
V(Y[t],d=2,D=2) | 0.00186448275862068 | Range | 0.150000000000000 | Trim Var. | 0.00131753846153845 |
V(Y[t],d=3,D=2) | 0.00506477832512313 | Range | 0.2800 | Trim Var. | 0.00335233333333332 |