Sample Size and Design Structure | Parameter | Stationarity Test | P-value | Halfwidth Test | Halfwidth |
---|---|---|---|---|---|
18(20 &6) | \(\alpha _{1}\) | passed | 0.1046 | passed | 0.0473 |
\(\alpha _{2}\) | passed | 0.0901 | passed | 0.0231 | |
\(\alpha _{3}\) | passed | 0.0878 | passed | 0.0273 | |
\(\alpha _{4}\) | passed | 0.0555 | passed | 0.0273 | |
\(\alpha _{5}\) | passed | 0.3411 | passed | 0.0238 | |
\(\alpha _{6}\) | passed | 0.0693 | passed | 0.0197 | |
\(\alpha _{7}\) | passed | 0.3220 | passed | 0.0096 | |
\(\gamma\) | passed | 0.4874 | passed | 0.0120 | |
\(\psi\) | passed | 0.3489 | passed | 0.0179 | |
\(\vartheta\) | passed | 0.2100 | passed | 0.0030 | |
\(\xi\) | passed | 0.4830 | passed | 0.0111 | |
54(10) | \(\alpha _{1}\) | passed | 0.0582 | passed | 0.0225 |
\(\alpha _{2}\) | passed | 0.3334 | passed | 0.0129 | |
\(\alpha _{3}\) | passed | 0.1332 | passed | 0.0133 | |
\(\alpha _{4}\) | passed | 0.0617 | passed | 0.0133 | |
\(\alpha _{5}\) | passed | 0.1518 | passed | 0.0165 | |
\(\alpha _{6}\) | passed | 0.0552 | passed | 0.0041 | |
\(\alpha _{7}\) | passed | 0.0681 | passed | 0.0030 | |
\(\gamma\) | passed | 0.2791 | passed | 0.0075 | |
\(\psi\) | passed | 0.3487 | passed | 0.0096 | |
\(\vartheta\) | passed | 0.8298 | passed | 0.0015 | |
\(\xi\) | passed | 0.3672 | passed | 0.0068 | |
180 (5 &3) | \(\alpha _{1}\) | passed | 0.4216 | passed | 0.0115 |
\(\alpha _{2}\) | passed | 0.1339 | passed | 0.0053 | |
\(\alpha _{3}\) | passed | 0.0623 | passed | 0.0055 | |
\(\alpha _{4}\) | passed | 0.6780 | passed | 0.0060 | |
\(\alpha _{5}\) | passed | 0.5003 | passed | 0.0063 | |
\(\alpha _{6}\) | passed | 0.5941 | passed | 0.0016 | |
\(\alpha _{7}\) | passed | 0.1024 | passed | 0.0016 | |
\(\gamma\) | passed | 0.6136 | passed | 0.0032 | |
\(\psi\) | passed | 0.0126 | passed | 0.0120 | |
\(\vartheta\) | passed | 0.2572 | passed | 0.0009 | |
\(\xi\) | passed | 0.5216 | passed | 0.0029 |