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. | 0.00194406686214070 |
V(Y[t],d=3,D=0) | 0.0151647398843931 | Range | 0.760000000000003 | Trim Var. | 0.0068393564356436 |
V(Y[t],d=0,D=1) | 0.00710758620689656 | Range | 0.440000000000000 | Trim Var. | 0.00354993939393941 |
V(Y[t],d=1,D=1) | 0.00387732300230674 | Range | 0.42 | Trim Var. | 0.00114242868525897 |
V(Y[t],d=2,D=1) | 0.00979305993690853 | Range | 0.679999999999998 | Trim Var. | 0.00548654064739315 |
V(Y[t],d=3,D=1) | 0.0308514155652279 | Range | 1.20000000000000 | Trim Var. | 0.0160263302464292 |
V(Y[t],d=0,D=2) | 0.0183924841904308 | Range | 0.719999999999999 | Trim Var. | 0.0111112780140561 |
V(Y[t],d=1,D=2) | 0.0114484284890427 | Range | 0.640000000000002 | Trim Var. | 0.00540117955843757 |
V(Y[t],d=2,D=2) | 0.0296214818041038 | Range | 1.10000000000000 | Trim Var. | 0.0163052435661765 |
V(Y[t],d=3,D=2) | 0.0941122755293488 | Range | 1.71999999999999 | Trim Var. | 0.0532262645914399 |