Sample Size and Design Structure | Parameter | Stationarity Test | P-value | Halfwidth Test | Halfwidth |
---|---|---|---|---|---|
18(5 &3) | \(\alpha _{1}\) | passed | 0.4006 | passed | 0.1123 |
\(\alpha _{2}\) | passed | 0.0614 | passed | 0.0455 | |
\(\alpha _{3}\) | passed | 0.4879 | passed | 0.0637 | |
\(\alpha _{4}\) | passed | 0.3864 | passed | 0.0608 | |
\(\alpha _{5}\) | passed | 0.4574 | passed | 0.0581 | |
\(\alpha _{6}\) | passed | 0.5380 | passed | 0.0352 | |
\(\alpha _{7}\) | passed | 0.5282 | passed | 0.0186 | |
\(\gamma\) | passed | 0.7625 | passed | 0.0174 | |
\(\psi\) | passed | 0.0907 | passed | 0.0293 | |
\(\vartheta\) | passed | 0.1241 | passed | 0.0088 | |
\(\xi\) | passed | 0.7724 | passed | 0.0145 | |
54(10) | \(\alpha _{1}\) | passed | 0.0848 | passed | 0.0273 |
\(\alpha _{2}\) | passed | 0.1003 | passed | 0.0143 | |
\(\alpha _{3}\) | passed | 0.1271 | passed | 0.0161 | |
\(\alpha _{4}\) | passed | 0.1238 | passed | 0.0154 | |
\(\alpha _{5}\) | passed | 0.0608 | passed | 0.0166 | |
\(\alpha _{6}\) | passed | 0.1927 | passed | 0.0046 | |
\(\alpha _{7}\) | passed | 0.0774 | passed | 0.0036 | |
\(\gamma\) | passed | 0.4427 | passed | 0.0072 | |
\(\psi\) | passed | 0.4846 | passed | 0.0108 | |
\(\vartheta\) | passed | 0.9191 | passed | 0.0017 | |
\(\xi\) | passed | 0.5784 | passed | 0.0068 | |
180(20 &6) | \(\alpha _{1}\) | passed | 0.6816 | passed | 0.0126 |
\(\alpha _{2}\) | passed | 0.1511 | passed | 0.0059 | |
\(\alpha _{3}\) | passed | 0.3521 | passed | 0.0057 | |
\(\alpha _{4}\) | passed | 0.7916 | passed | 0.0061 | |
\(\alpha _{5}\) | passed | 0.3541 | passed | 0.0065 | |
\(\alpha _{6}\) | passed | 0.2298 | passed | 0.0012 | |
\(\alpha _{7}\) | passed | 0.6382 | passed | 0.0019 | |
\(\gamma\) | passed | 0.2806 | passed | 0.0035 | |
\(\psi\) | passed | 0.0817 | passed | 0.0055 | |
\(\vartheta\) | passed | 0.1450 | passed | 0.0008 | |
\(\xi\) | passed | 0.3527 | passed | 0.0031 |