Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00782381481355932 | Range | 0.2932 | Trim Var. | 0.00637472036338225 |
V(Y[t],d=1,D=0) | 0.00060095554061952 | Range | 0.2042 | Trim Var. | 0.000155337467343977 |
V(Y[t],d=2,D=0) | 0.00142186227767695 | Range | 0.3028 | Trim Var. | 0.000289610769230769 |
V(Y[t],d=3,D=0) | 0.00429355510025062 | Range | 0.5802 | Trim Var. | 0.00077602388235294 |
V(Y[t],d=0,D=1) | 0.00381289771276596 | Range | 0.292 | Trim Var. | 0.00271842855400697 |
V(Y[t],d=1,D=1) | 0.00119861792784459 | Range | 0.2679 | Trim Var. | 0.000180180219512195 |
V(Y[t],d=2,D=1) | 0.00197338763768116 | Range | 0.2793 | Trim Var. | 0.00038868666025641 |
V(Y[t],d=3,D=1) | 0.00522804572727272 | Range | 0.5338 | Trim Var. | 0.00116821821862348 |
V(Y[t],d=0,D=2) | 0.00665987034920635 | Range | 0.4513 | Trim Var. | 0.00302412709677419 |
V(Y[t],d=1,D=2) | 0.00321305840336134 | Range | 0.3524 | Trim Var. | 0.000511159784946237 |
V(Y[t],d=2,D=2) | 0.00429858841354724 | Range | 0.3192 | Trim Var. | 0.00145682326436782 |
V(Y[t],d=3,D=2) | 0.0100833883522727 | Range | 0.5251 | Trim Var. | 0.00462165921182266 |