Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0505259304134261 | Range | 0.91 | Trim Var. | 0.029646822742475 |
V(Y[t],d=1,D=0) | 0.00202956394295689 | Range | 0.270000000000001 | Trim Var. | 0.000637416125718537 |
V(Y[t],d=2,D=0) | 0.00492968299711817 | Range | 0.490000000000002 | Trim Var. | 0.0019440668621407 |
V(Y[t],d=3,D=0) | 0.0151647398843931 | Range | 0.760000000000003 | Trim Var. | 0.0068393564356436 |
V(Y[t],d=0,D=1) | 0.00687354836444086 | Range | 0.460000000000001 | Trim Var. | 0.00288838873324752 |
V(Y[t],d=1,D=1) | 0.00389679772502473 | Range | 0.44 | Trim Var. | 0.00113541408782789 |
V(Y[t],d=2,D=1) | 0.0092537313432836 | Range | 0.660000000000002 | Trim Var. | 0.00488413067552604 |
V(Y[t],d=3,D=1) | 0.0284934131736528 | Range | 1.26 | Trim Var. | 0.0150649071832123 |
V(Y[t],d=0,D=2) | 0.0201798319962247 | Range | 0.9 | Trim Var. | 0.00924647432638538 |
V(Y[t],d=1,D=2) | 0.0119969097815765 | Range | 0.72 | Trim Var. | 0.00550310315236872 |
V(Y[t],d=2,D=2) | 0.0286414860681115 | Range | 1.12 | Trim Var. | 0.0149976090926567 |
V(Y[t],d=3,D=2) | 0.0883775012980022 | Range | 2.08000000000001 | Trim Var. | 0.0468303778677465 |