Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00101147875412429 | Range | 0.10465 | Trim Var. | 0.00086152703078267 |
V(Y[t],d=1,D=0) | 7.30827277615429e-05 | Range | 0.0394500000000001 | Trim Var. | 4.65381343976778e-05 |
V(Y[t],d=2,D=0) | 0.000135018247217181 | Range | 0.0688299999999998 | Trim Var. | 7.32982954751131e-05 |
V(Y[t],d=3,D=0) | 0.000432361307581453 | Range | 0.104299999999999 | Trim Var. | 0.000232390375294118 |
V(Y[t],d=0,D=1) | 0.00111180612322695 | Range | 0.12664 | Trim Var. | 0.000793058607259001 |
V(Y[t],d=1,D=1) | 0.000164494401387604 | Range | 0.05047 | Trim Var. | 0.000104713809390244 |
V(Y[t],d=2,D=1) | 0.000217965379710145 | Range | 0.0672000000000001 | Trim Var. | 0.000121679240961539 |
V(Y[t],d=3,D=1) | 0.000608711297676769 | Range | 0.115160000000000 | Trim Var. | 0.000333141374493927 |
V(Y[t],d=0,D=2) | 0.00393510793357143 | Range | 0.2092 | Trim Var. | 0.00318072465554435 |
V(Y[t],d=1,D=2) | 0.000526687988235295 | Range | 0.0852300000000001 | Trim Var. | 0.00036838273827957 |
V(Y[t],d=2,D=2) | 0.000701831717023175 | Range | 0.102460000000000 | Trim Var. | 0.000448369100689656 |
V(Y[t],d=3,D=2) | 0.00197766454375000 | Range | 0.185320000000001 | Trim Var. | 0.00118677823226601 |