Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.0123270277514124 | Range | 0.3992 | Trim Var. | 0.00936358631726066 |
V(Y[t],d=1,D=0) | 0.00181507637054354 | Range | 0.2555 | Trim Var. | 0.000728310870827287 |
V(Y[t],d=2,D=0) | 0.00355614300060497 | Range | 0.3713 | Trim Var. | 0.00158523710407240 |
V(Y[t],d=3,D=0) | 0.0103189210588973 | Range | 0.7185 | Trim Var. | 0.00399135313725492 |
V(Y[t],d=0,D=1) | 0.0205270751595745 | Range | 0.493 | Trim Var. | 0.0147782079210221 |
V(Y[t],d=1,D=1) | 0.00468284344125810 | Range | 0.3334 | Trim Var. | 0.00215049039024391 |
V(Y[t],d=2,D=1) | 0.00678165265700484 | Range | 0.4248 | Trim Var. | 0.00281529507051283 |
V(Y[t],d=3,D=1) | 0.0154801674040404 | Range | 0.8033 | Trim Var. | 0.00589289260458841 |
V(Y[t],d=0,D=2) | 0.0585462128571429 | Range | 0.9171 | Trim Var. | 0.0418729039415323 |
V(Y[t],d=1,D=2) | 0.0142555621008403 | Range | 0.6154 | Trim Var. | 0.00699413131182795 |
V(Y[t],d=2,D=2) | 0.0167029643582888 | Range | 0.5587 | Trim Var. | 0.00892494998850576 |
V(Y[t],d=3,D=2) | 0.0303024848484849 | Range | 0.89220 | Trim Var. | 0.0148512830541872 |