Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0230647677537708 | Range | 0.669071 | Trim Var. | 0.0151865953909595 |
V(Y[t],d=1,D=0) | 0.0192605888059298 | Range | 0.694153 | Trim Var. | 0.011280527159974 |
V(Y[t],d=2,D=0) | 0.0546622888467184 | Range | 1.066969 | Trim Var. | 0.0367569140653295 |
V(Y[t],d=3,D=0) | 0.18123187081568 | Range | 1.744459 | Trim Var. | 0.123545374558947 |
V(Y[t],d=0,D=1) | 0.0460673255200959 | Range | 0.948441 | Trim Var. | 0.0307146361726644 |
V(Y[t],d=1,D=1) | 0.0409939468451213 | Range | 1.057725 | Trim Var. | 0.024193670430916 |
V(Y[t],d=2,D=1) | 0.125708260421158 | Range | 1.493405 | Trim Var. | 0.084430999630956 |
V(Y[t],d=3,D=1) | 0.438443329149127 | Range | 2.977229 | Trim Var. | 0.28833769591309 |
V(Y[t],d=0,D=2) | 0.108329584127048 | Range | 1.491235 | Trim Var. | 0.0614307704522834 |
V(Y[t],d=1,D=2) | 0.12661751974666 | Range | 1.623534 | Trim Var. | 0.0775368869477368 |
V(Y[t],d=2,D=2) | 0.398531370101904 | Range | 2.393842 | Trim Var. | 0.283478473723652 |
V(Y[t],d=3,D=2) | 1.38843708601519 | Range | 4.285107 | Trim Var. | 1.02427097828564 |