Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00994302891525424 | Range | 0.4476 | Trim Var. | 0.00552367248078267 |
V(Y[t],d=1,D=0) | 0.00119286038573933 | Range | 0.185 | Trim Var. | 0.000566480137880987 |
V(Y[t],d=2,D=0) | 0.00134249063520871 | Range | 0.1584 | Trim Var. | 0.000901418959276019 |
V(Y[t],d=3,D=0) | 0.00370566453007519 | Range | 0.2625 | Trim Var. | 0.00252565370196079 |
V(Y[t],d=0,D=1) | 0.0287745761524823 | Range | 0.655 | Trim Var. | 0.0177108208130081 |
V(Y[t],d=1,D=1) | 0.00286367117483811 | Range | 0.2695 | Trim Var. | 0.00151415719512195 |
V(Y[t],d=2,D=1) | 0.00297678709661836 | Range | 0.2219 | Trim Var. | 0.00205300369230769 |
V(Y[t],d=3,D=1) | 0.00885128328282828 | Range | 0.3925 | Trim Var. | 0.00584215944669366 |
V(Y[t],d=0,D=2) | 0.0840939227539683 | Range | 0.9682 | Trim Var. | 0.0643940631350806 |
V(Y[t],d=1,D=2) | 0.0097406012605042 | Range | 0.4879 | Trim Var. | 0.00496567913978495 |
V(Y[t],d=2,D=2) | 0.00789017658645276 | Range | 0.3381 | Trim Var. | 0.00565950850574712 |
V(Y[t],d=3,D=2) | 0.0237035303030303 | Range | 0.613 | Trim Var. | 0.0151087784975369 |