Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00710909090909092 | Range | 0.23 | Trim Var. | 0.00618364361702129 |
V(Y[t],d=1,D=0) | 7.29292929292925e-05 | Range | 0.0499999999999998 | Trim Var. | 2.31292517006801e-05 |
V(Y[t],d=2,D=0) | 9.61914744933597e-05 | Range | 0.05 | Trim Var. | 3.83903792784455e-05 |
V(Y[t],d=3,D=0) | 0.000261393323657469 | Range | 0.0799999999999992 | Trim Var. | 0.000117206290471784 |
V(Y[t],d=0,D=1) | 0.00295031712473573 | Range | 0.15 | Trim Var. | 0.00197692307692308 |
V(Y[t],d=1,D=1) | 0.000162901439645625 | Range | 0.07 | Trim Var. | 4.8798798798798e-05 |
V(Y[t],d=2,D=1) | 0.000197502903600462 | Range | 0.0699999999999998 | Trim Var. | 9.66131907308358e-05 |
V(Y[t],d=3,D=1) | 0.000509024390243894 | Range | 0.0999999999999994 | Trim Var. | 0.000224621212121209 |
V(Y[t],d=0,D=2) | 0.00538064516129033 | Range | 0.22 | Trim Var. | 0.00358840579710145 |
V(Y[t],d=1,D=2) | 0.000538064516129031 | Range | 0.11 | Trim Var. | 0.000203703703703701 |
V(Y[t],d=2,D=2) | 0.000646436781609188 | Range | 0.119999999999999 | Trim Var. | 0.000333333333333327 |
V(Y[t],d=3,D=2) | 0.00168916256157633 | Range | 0.169999999999999 | Trim Var. | 0.00101233333333332 |