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