Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.272739916286149 | Range | 1.56 | Trim Var. | 0.233902740384615 |
V(Y[t],d=1,D=0) | 0.00235422535211268 | Range | 0.270000000000001 | Trim Var. | 0.00109481646825397 |
V(Y[t],d=2,D=0) | 0.00402498993963784 | Range | 0.390000000000001 | Trim Var. | 0.00177700972862261 |
V(Y[t],d=3,D=0) | 0.0118508488612837 | Range | 0.690000000000001 | Trim Var. | 0.00445058170280277 |
V(Y[t],d=0,D=1) | 0.0355337158469945 | Range | 0.77 | Trim Var. | 0.0224052975326560 |
V(Y[t],d=1,D=1) | 0.00494169491525424 | Range | 0.380000000000003 | Trim Var. | 0.00260143256464009 |
V(Y[t],d=2,D=1) | 0.00933611922852132 | Range | 0.5 | Trim Var. | 0.00484332365747458 |
V(Y[t],d=3,D=1) | 0.0281238959467634 | Range | 0.870000000000001 | Trim Var. | 0.0136363122171945 |
V(Y[t],d=0,D=2) | 0.069868962585034 | Range | 0.999999999999998 | Trim Var. | 0.0457133565621371 |
V(Y[t],d=1,D=2) | 0.0133955673758865 | Range | 0.640000000000002 | Trim Var. | 0.00562189314750284 |
V(Y[t],d=2,D=2) | 0.0272448658649397 | Range | 0.869999999999997 | Trim Var. | 0.0127137804878047 |
V(Y[t],d=3,D=2) | 0.0848573913043474 | Range | 1.62000000000000 | Trim Var. | 0.0368137820512817 |