Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00584875751020408 | Range | 0.3178 | Trim Var. | 0.00430424827685013 |
V(Y[t],d=1,D=0) | 0.000105984098159509 | Range | 0.0853000000000002 | Trim Var. | 5.80760014495755e-05 |
V(Y[t],d=2,D=0) | 0.000211507872456335 | Range | 0.117600000000000 | Trim Var. | 0.000124381196783891 |
V(Y[t],d=3,D=0) | 0.000631111648054331 | Range | 0.181300000000000 | Trim Var. | 0.000373691827058713 |
V(Y[t],d=0,D=1) | 0.000472481366127869 | Range | 0.150900000000000 | Trim Var. | 0.000298738268638617 |
V(Y[t],d=1,D=1) | 0.00019087227502769 | Range | 0.0977999999999999 | Trim Var. | 0.000107502988187934 |
V(Y[t],d=2,D=1) | 0.000387779354713139 | Range | 0.150600000000000 | Trim Var. | 0.000226515218920616 |
V(Y[t],d=3,D=1) | 0.00115897023117961 | Range | 0.240499999999999 | Trim Var. | 0.000679924131596955 |
V(Y[t],d=0,D=2) | 0.000854011614691615 | Range | 0.1621 | Trim Var. | 0.000534419730966384 |
V(Y[t],d=1,D=2) | 0.000565946829331941 | Range | 0.160000000000000 | Trim Var. | 0.000337346830798315 |
V(Y[t],d=2,D=2) | 0.00115616615787772 | Range | 0.207599999999999 | Trim Var. | 0.000705461440889223 |
V(Y[t],d=3,D=2) | 0.00349035980246133 | Range | 0.380299999999997 | Trim Var. | 0.00213653157526969 |