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