Method | Coverage test | Independent test | ||
Test statistic | p-value | Test statistic | p-value | |
EWMA.N | 0.030327 | 0.861750 | 0.190548 | 0.662461 |
EWMA.T | 0.914338 | 0.338966 | 0.046516 | 0.829241 |
HS | 1.175549 | 0.278264 | 0.998538 | 0.317664 |
MA.N | 0.914338 | 0.338966 | 0.046516 | 0.829241 |
MA.T | 0.914338 | 0.338966 | 0.046516 | 0.829241 |