Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00564234463276836 | Range | 0.22 | Trim Var. | 0.00440412244897959 |
V(Y[t],d=1,D=0) | 0.000168614845119813 | Range | 0.09 | Trim Var. | NA |
V(Y[t],d=2,D=0) | 0.000319298245614036 | Range | 0.17 | Trim Var. | 2.32558139534874e-06 |
V(Y[t],d=3,D=0) | 0.00092857142857143 | Range | 0.26 | Trim Var. | 4.57482993197277e-05 |
V(Y[t],d=0,D=1) | 0.00208067375886525 | Range | 0.14 | Trim Var. | 0.000751538461538466 |
V(Y[t],d=1,D=1) | 0.000376040703052730 | Range | 0.170000000000000 | Trim Var. | 0 |
V(Y[t],d=2,D=1) | 0.000715555555555558 | Range | 0.180000000000000 | Trim Var. | 5.64102564102565e-05 |
V(Y[t],d=3,D=1) | 0.00210454545454546 | Range | 0.330000000000001 | Trim Var. | 0.000204623044096729 |
V(Y[t],d=0,D=2) | 0.0062827777777778 | Range | 0.230000000000000 | Trim Var. | 0.00458645320197046 |
V(Y[t],d=1,D=2) | 0.00120453781512605 | Range | 0.260000000000000 | Trim Var. | 2.11640211640212e-05 |
V(Y[t],d=2,D=2) | 0.00230909090909092 | Range | 0.330000000000001 | Trim Var. | 0.000234022988505748 |
V(Y[t],d=3,D=2) | 0.00686250000000003 | Range | 0.520000000000001 | Trim Var. | 0.00133842364532020 |