Variance Reduction Matrix | |||||
V(Y[t],d=0,D=0) | 0.00898329 | Range | 0.3541 | Trim Var. | 0.00593214 |
V(Y[t],d=1,D=0) | 0.0027438 | Range | 0.2736 | Trim Var. | 0.00161692 |
V(Y[t],d=2,D=0) | 0.00593903 | Range | 0.3807 | Trim Var. | 0.00394473 |
V(Y[t],d=3,D=0) | 0.0180968 | Range | 0.6731 | Trim Var. | 0.0110159 |
V(Y[t],d=0,D=1) | 0.0183764 | Range | 0.4819 | Trim Var. | 0.0131414 |
V(Y[t],d=1,D=1) | 0.00652366 | Range | 0.3618 | Trim Var. | 0.00346481 |
V(Y[t],d=2,D=1) | 0.0135031 | Range | 0.4948 | Trim Var. | 0.00762594 |
V(Y[t],d=3,D=1) | 0.0391862 | Range | 0.8598 | Trim Var. | 0.0224721 |
V(Y[t],d=0,D=2) | 0.0614782 | Range | 0.8651 | Trim Var. | 0.0472031 |
V(Y[t],d=1,D=2) | 0.0216739 | Range | 0.6218 | Trim Var. | 0.0133401 |
V(Y[t],d=2,D=2) | 0.0466195 | Range | 0.8853 | Trim Var. | 0.0298417 |
V(Y[t],d=3,D=2) | 0.136753 | Range | 1.3768 | Trim Var. | 0.0977253 |