Method | Coverage test | Independent test | ||
Test statistic | p-value | Test statistic | p-value | |
EWMA.N | 0.639794 | 0.423786 | 0.526377 | 0.818535 |
EWMA.T | 0.639794 | 0.423786 | 0.526377 | 0.818535 |
HS | 0 | 1 | 3.810143 | 0.050943 |
MA.N | 0.639794 | 0.423786 | 0.526377 | 0.818535 |
MA.T | 0.639794 | 0.423786 | 0.526377 | 0.818535 |