Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.691805162337662 | Range | 2.67 | Trim Var. | 0.57854893877551 |
V(Y[t],d=1,D=0) | 0.00168303030303028 | Range | 0.17 | Trim Var. | 0.00099995567375885 |
V(Y[t],d=2,D=0) | 0.00273612858141154 | Range | 0.240000000000002 | Trim Var. | 0.00153080673758858 |
V(Y[t],d=3,D=0) | 0.00698621190130604 | Range | 0.410000000000004 | Trim Var. | 0.00389093432007382 |
V(Y[t],d=0,D=1) | 0.00168303030303028 | Range | 0.17 | Trim Var. | 0.00099995567375885 |
V(Y[t],d=1,D=1) | 0.00273612858141154 | Range | 0.240000000000002 | Trim Var. | 0.00153080673758858 |
V(Y[t],d=2,D=1) | 0.00698621190130604 | Range | 0.410000000000004 | Trim Var. | 0.00389093432007382 |
V(Y[t],d=3,D=1) | 0.0202625942684759 | Range | 0.650000000000009 | Trim Var. | 0.0117335748792262 |
V(Y[t],d=0,D=2) | 0.00273612858141154 | Range | 0.240000000000002 | Trim Var. | 0.00153080673758858 |
V(Y[t],d=1,D=2) | 0.00698621190130604 | Range | 0.410000000000004 | Trim Var. | 0.00389093432007382 |
V(Y[t],d=2,D=2) | 0.0202625942684759 | Range | 0.650000000000009 | Trim Var. | 0.0117335748792262 |
V(Y[t],d=3,D=2) | 0.0624523137254879 | Range | 1.19000000000002 | Trim Var. | 0.0365128282828255 |