Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0114573303715847 | Range | 0.3984 | Trim Var. | 0.00757246177793904 |
V(Y[t],d=1,D=0) | 0.00114620116101695 | Range | 0.1826 | Trim Var. | 0.00061401396226415 |
V(Y[t],d=2,D=0) | 0.00167981486849795 | Range | 0.231900000000000 | Trim Var. | 0.00087937061683599 |
V(Y[t],d=3,D=0) | 0.00435987482153658 | Range | 0.343499999999999 | Trim Var. | 0.00262118331825036 |
V(Y[t],d=0,D=1) | 0.0203171853401361 | Range | 0.4845 | Trim Var. | 0.0155384726578073 |
V(Y[t],d=1,D=1) | 0.00285364251329787 | Range | 0.267900000000000 | Trim Var. | 0.00149611135888501 |
V(Y[t],d=2,D=1) | 0.00329446412580942 | Range | 0.306699999999999 | Trim Var. | 0.00180996387804877 |
V(Y[t],d=3,D=1) | 0.00854280166183569 | Range | 0.470199999999999 | Trim Var. | 0.00461940137820509 |
V(Y[t],d=0,D=2) | 0.0575920005255255 | Range | 0.8928 | Trim Var. | 0.042782199375 |
V(Y[t],d=1,D=2) | 0.00933329253968252 | Range | 0.4504 | Trim Var. | 0.00565246353830643 |
V(Y[t],d=2,D=2) | 0.00921642616806717 | Range | 0.450799999999998 | Trim Var. | 0.00515376245161286 |
V(Y[t],d=3,D=2) | 0.0246307922638144 | Range | 0.741099999999997 | Trim Var. | 0.0138486942068964 |