Method | Coverage test | Independent test | ||
Test statistic | p-value | Test statistic | p-value | |
EWMA.N | 0.159552 | 0.689569 | 0.145535 | 0.702839 |
EWMA.T | 0.197791 | 0.656510 | 0 | 1 |
HS | 1.239253 | 0.265615 | 2.259065 | 0.132834 |
MA.N | 0.197791 | 0.656510 | 0 | 1 |
MA.T | 0.197791 | 0.656510 | 0 | 1 |