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