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