Method | Coverage test | Independent test | ||
Test statistic | p-value | Test statistic | p-value | |
EWMA.N | 0.074212 | 0.785299 | 0.177836 | 0.673239 |
EWMA.T | 1.091612 | 0.296114 | 0.043482 | 0.834821 |
HS | 0.943414 | 0.331401 | 1.100449 | 0.294168 |
MA.N | 1.091612 | 0.296114 | 0.043482 | 0.834821 |
MA.T | 1.091612 | 0.296114 | 0.043482 | 0.834821 |