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. | 0.0015852371040724 |
V(Y[t],d=3,D=0) | 0.0103189210588973 | Range | 0.7185 | Trim Var. | 0.00399135313725492 |
V(Y[t],d=0,D=1) | 0.00181507637054354 | Range | 0.2555 | Trim Var. | 0.000728310870827287 |
V(Y[t],d=1,D=1) | 0.00355614300060497 | Range | 0.3713 | Trim Var. | 0.0015852371040724 |
V(Y[t],d=2,D=1) | 0.0103189210588973 | Range | 0.7185 | Trim Var. | 0.00399135313725492 |
V(Y[t],d=3,D=1) | 0.0332401491136364 | Range | 1.1032 | Trim Var. | 0.0142134830857144 |
V(Y[t],d=0,D=2) | 0.00355614300060497 | Range | 0.3713 | Trim Var. | 0.0015852371040724 |
V(Y[t],d=1,D=2) | 0.0103189210588973 | Range | 0.7185 | Trim Var. | 0.00399135313725492 |
V(Y[t],d=2,D=2) | 0.0332401491136364 | Range | 1.1032 | Trim Var. | 0.0142134830857144 |
V(Y[t],d=3,D=2) | 0.112321321703704 | Range | 2.1981 | Trim Var. | 0.0468501074234697 |