Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0360729470896359 | Range | 0.7238 | Trim Var. | 0.0269859404672897 |
V(Y[t],d=1,D=0) | 0.00104949003703176 | Range | 0.1878 | Trim Var. | 0.000550815718568153 |
V(Y[t],d=2,D=0) | 0.00147455465522236 | Range | 0.237500000000000 | Trim Var. | 0.00079040615633423 |
V(Y[t],d=3,D=0) | 0.00361580164456232 | Range | 0.343499999999999 | Trim Var. | 0.00198547297985347 |
V(Y[t],d=0,D=1) | 0.0152475763542748 | Range | 0.4972 | Trim Var. | 0.0109046036798246 |
V(Y[t],d=1,D=1) | 0.00230262265914300 | Range | 0.267900000000000 | Trim Var. | 0.00130021338633818 |
V(Y[t],d=2,D=1) | 0.00307624590835578 | Range | 0.358299999999999 | Trim Var. | 0.00176993165065202 |
V(Y[t],d=3,D=1) | 0.00758250485714282 | Range | 0.565699999999999 | Trim Var. | 0.00431209068256192 |
V(Y[t],d=0,D=2) | 0.0364484122631579 | Range | 0.8928 | Trim Var. | 0.0243845962147743 |
V(Y[t],d=1,D=2) | 0.00685436834938409 | Range | 0.4633 | Trim Var. | 0.00390812213725489 |
V(Y[t],d=2,D=2) | 0.00928786708762293 | Range | 0.609399999999999 | Trim Var. | 0.0050908164931153 |
V(Y[t],d=3,D=2) | 0.0235041523094903 | Range | 1.01650000000000 | Trim Var. | 0.0128900394534234 |