SPB Git

spb/wp41_uqo

Public
19.3 KB · 110 lines csv
1model,reference,metric,H,diff,lo,hi,dm_t,dm_p,lag,n,rel_diff,p_holm,p_bh2mrpt_small,mrpt_small_1m_only,crps,5,-3.0882226880647204e-07,-4.455742862367781e-07,-1.7074643913891657e-07,-5.34582958666034,9.000385925439502e-08,240,986468,-0.0003891450788097165,8.100347332895552e-07,1.1571924761279361e-073mrpt_small,mrpt_small_1m_only,crps,15,-4.978861146850422e-07,-7.464671131697367e-07,-2.090761345814067e-07,-4.542363240790645,5.562708340400846e-06,240,986468,-0.0003725851380548424,3.893895838280592e-05,6.675250008481015e-064mrpt_small,mrpt_small_1m_only,crps,30,-9.249746004447273e-07,-1.4242705610470723e-06,-3.3415962589236905e-07,-4.50212562322436,6.727719429111545e-06,480,986468,-0.00050180482881537,4.036631657466927e-05,7.81283546606502e-065mrpt_small,mrpt_small_1m_only,crps,60,-2.5703304371146946e-06,-3.7660936064318946e-06,-1.2960504876934308e-06,-5.2498736227132365,1.522035939505173e-07,960,986468,-0.0010174899179964817,1.2176287516041384e-06,1.8894239249029734e-076mrpt_small,mrpt_small_1m_only,wis,5,-3.3155618702779943e-07,-4.6553543454080394e-07,-1.930510923567506e-07,-5.624689584031507,1.858418530176209e-08,240,986468,-0.0004641036166963285,1.6725766771585882e-07,2.3893952530836974e-087mrpt_small,mrpt_small_1m_only,wis,15,-5.810103444128879e-07,-8.248551756411678e-07,-2.9652838002484027e-07,-5.330593112473742,9.789252586323016e-08,240,986468,-0.0004830455762979231,7.241156207982158e-07,1.1747103103587619e-078mrpt_small,mrpt_small_1m_only,wis,30,-1.04208873746376e-06,-1.5420693137058804e-06,-4.927776165444356e-07,-5.105548380372282,3.298365836013062e-07,480,986468,-0.0006280129684506976,1.979019501607837e-06,3.8303603256925884e-079mrpt_small,mrpt_small_1m_only,wis,60,-2.699478557508874e-06,-3.921813877401505e-06,-1.433016722447842e-06,-5.344804982555809,9.051445259977697e-08,960,986468,-0.0011868592657822729,7.241156207982158e-07,1.1236276874455073e-0710mrpt_small,mrpt_small_1m_only,qlike,5,-0.0033365181180281455,-0.00443366287210028,-0.002284776706245554,-7.166441272625054,7.698286452750835e-13,240,986468,-3336518118.028146,1.6936230196051838e-11,1.8475887486602003e-1211mrpt_small,mrpt_small_1m_only,qlike,15,-0.0049298892947490375,-0.008583118205801857,-0.002709536793201025,-4.0187970505391455,5.849602844532065e-05,240,986468,-4929889294.749038,0.0005264642560078858,7.520917942969798e-0512mrpt_small,mrpt_small_1m_only,qlike,30,-0.006120953687327813,-0.011200518975092772,-0.003069096499026001,-3.5678194774282237,0.0003599643559155652,480,986468,-6120953687.327813,0.0014398574236622608,0.0003926883882715256413mrpt_small,mrpt_small_1m_only,qlike,60,-0.008020392448215797,-0.013545740403919019,-0.004191312442730984,-3.8359059355589693,0.0001251022861596951,960,986468,-8020392448.215797,0.0010008182892775608,0.0001552993897154835614mrpt_base,mrpt_small,crps,5,1.0878497741928314e-07,-5.884597166095564e-08,2.810965535078032e-07,1.5726350154261868,0.11580335495750771,240,986468,0.0001371326586017923,0.3474100648725231,0.1226153170138316915mrpt_base,mrpt_small,crps,15,-1.6415422839073313e-07,-4.1249564383248054e-07,9.40442719358169e-08,-1.3401755873643892,0.18018826641694918,240,986468,-0.00012288798657865633,0.36037653283389837,0.1853365026002905816mrpt_base,mrpt_small,crps,30,-1.799925077168496e-07,-6.633654960546146e-07,3.0326301562433836e-07,-0.8240686834687398,0.40990053302272766,480,986468,-9.769614841679069e-05,0.40990053302272766,0.4099005330227276617mrpt_base,mrpt_small,crps,60,1.0893579622198507e-06,7.704749852984056e-08,2.1714116346115118e-06,2.3262097931660763,0.020007361484476238,960,986468,0.00043167200336337584,0.10003680742238119,0.02250828167003576818mrpt_base,mrpt_small,wis,5,1.3084590272899895e-07,-4.5780616208777476e-08,3.192546482702578e-07,1.8114291618689113,0.07007444525139528,240,986468,0.0001832396900796079,0.2802977810055811,0.0764448493651584819mrpt_base,mrpt_small,wis,15,-7.355260330771127e-08,-3.291951578466136e-07,2.0889923865374444e-07,-0.5862636434349905,0.5576983587973556,240,986468,-6.118037405128541e-05,1.0,0.590504144608964820mrpt_base,mrpt_small,wis,30,-6.99174992672396e-08,-5.515344702892061e-07,4.3060952221189665e-07,-0.31757797569314417,0.7508050827460875,480,986468,-4.2162137918244784e-05,1.0,0.750805082746087521mrpt_base,mrpt_small,wis,60,1.213400396171621e-06,1.3351453418697084e-07,2.444619951906152e-06,2.4614939631219475,0.01383597261776126,960,986468,0.0005341204761531845,0.0691798630888063,0.01556546919498141822mrpt_base,mrpt_small,qlike,5,0.0036461172840722253,0.002455020893099055,0.005032796747141967,5.972150284844232,2.341466798227998e-09,240,986468,3646117284.0722256,3.746346877164797e-08,4.013943082676568e-0923mrpt_base,mrpt_small,qlike,15,0.0035858100686855503,0.0017767025939944654,0.006492592054860261,3.7885918294960086,0.00015150359255766688,240,986468,3585810068.68555,0.0010008182892775608,0.000175939655873419624mrpt_base,mrpt_small,qlike,30,0.0038773890074151104,0.001488037636235851,0.007649123126233704,2.990032939720303,0.0027894736414073584,480,986468,3877389007.4151106,0.008368420924222075,0.002953560326196026425mrpt_base,mrpt_small,qlike,60,0.004738570093836764,0.0015401585501302857,0.009271967653048684,2.749145774597461,0.005975080634540886,960,986468,4738570093.836764,0.011950161269081772,0.00614579722409919626mrpt_small,har_rv,crps,5,-1.541074208381107e-05,-1.5973311120090897e-05,-1.4836691567154527e-05,-58.14929008667064,0.0,240,986468,-0.0190563440355305,0.0,0.027mrpt_small,har_rv,crps,15,4.551940135535581e-06,3.4810477508351376e-06,5.534157672857436e-06,11.596831234275806,0.0,240,986468,0.0034192932084310887,0.0,0.028mrpt_small,har_rv,crps,30,9.699175075090694e-06,7.574969094688291e-06,1.169016925776198e-05,12.305022230098734,0.0,480,986468,0.005292370008204253,0.0,0.029mrpt_small,har_rv,crps,60,1.6361220186687203e-05,1.251273066386134e-05,1.97264987086478e-05,10.42889337130034,0.0,960,986468,0.006525650454198514,0.0,0.030mrpt_small,har_rv,wis,5,-1.713888186911921e-05,-1.7739769331587284e-05,-1.649554120298316e-05,-61.77168351835226,0.0,240,986468,-0.02343911613059758,0.0,0.031mrpt_small,har_rv,wis,15,2.716422851008608e-06,1.7173806135234659e-06,3.67185828744181e-06,7.28922297458988,3.1175062531474396e-13,240,986468,0.0022646122438068302,3.7410075037769275e-12,4.489209004532313e-1332mrpt_small,har_rv,wis,30,6.70892835023702e-06,4.604009966110113e-06,8.662398767426714e-06,8.888819392829117,0.0,480,986468,0.0040620986420543915,0.0,0.033mrpt_small,har_rv,wis,60,1.185951590172489e-05,7.93166105461503e-06,1.5141476319856261e-05,7.681659735431606,1.5765166949677223e-14,960,986468,0.005247774648954677,2.049471703458039e-13,2.3647750424515834e-1434mrpt_small,har_rv,qlike,5,-0.1944148726395443,-0.2049102237303947,-0.18614379574265072,-43.18868466318349,0.0,240,986468,-194414872639.5443,0.0,0.035mrpt_small,har_rv,qlike,15,-0.04717945838706883,-0.0810427761689825,-0.029203485334451443,-3.824610949387355,0.00013097875269907355,240,986468,-47179458387.06883,0.0010008182892775608,0.0001571745032388882536mrpt_small,har_rv,qlike,30,-0.04188618940473944,-0.06603426890404529,-0.026141494466778045,-4.473886186708549,7.681063718845138e-06,480,986468,-41886189404.73944,7.681063718845138e-05,1.0241418291793517e-0537mrpt_small,har_rv,qlike,60,-0.03305704175747552,-0.043570684468717404,-0.02467456952807347,-7.2798940711731674,3.341771304121721e-13,960,986468,-33057041757.47552,7.686073999479959e-12,8.593126210598713e-1338mrpt_small,garch_t,crps,5,-3.7741534327348844e-06,-4.234772980083529e-06,-3.303983839370528e-06,-15.82662602536678,0.0,240,986468,-0.004735111442698265,0.0,0.039mrpt_small,garch_t,crps,15,-3.6569595013890078e-06,-4.667982907498582e-06,-2.757014004422076e-06,-8.73876134424157,0.0,240,986468,-0.0027301731096364148,0.0,0.040mrpt_small,garch_t,crps,30,-6.830463917601836e-06,-8.180899888288755e-06,-5.493293700719552e-06,-10.678759646729086,0.0,480,986468,-0.0036937379048723874,0.0,0.041mrpt_small,garch_t,crps,60,-2.2931157039219615e-05,-2.5068429077324386e-05,-2.0753950592591858e-05,-19.003175914128033,0.0,960,986468,-0.009004938056862298,0.0,0.042mrpt_small,garch_t,wis,5,-4.797826087076816e-06,-5.2750332354495e-06,-4.30179443296907e-06,-19.490411278012296,0.0,240,986468,-0.006674145370124154,0.0,0.043mrpt_small,garch_t,wis,15,-6.060630615022072e-06,-7.08654907772901e-06,-5.152975512963556e-06,-14.305404796996365,0.0,240,986468,-0.0050158904124438675,0.0,0.044mrpt_small,garch_t,wis,30,-1.0621283177708557e-05,-1.1960145815575615e-05,-9.29006357195406e-06,-16.48684569444135,0.0,480,986468,-0.006364158313894027,0.0,0.045mrpt_small,garch_t,wis,60,-2.8573883266641467e-05,-3.0798217706798036e-05,-2.6355753602641364e-05,-23.027375648258673,0.0,960,986468,-0.01242155491502938,0.0,0.046mrpt_small,garch_t,qlike,5,-0.1372630806199897,-0.15668061882520345,-0.12426663344986491,-16.102153145587582,0.0,240,986468,-137263080619.98972,0.0,0.047mrpt_small,garch_t,qlike,15,-0.13459174598799806,-0.14524109374268496,-0.12673708805528489,-27.974813748858733,0.0,240,986468,-134591745987.99806,0.0,0.048mrpt_small,garch_t,qlike,30,-0.14454528206479034,-0.15559805694713374,-0.13730441304664398,-34.30632233399429,0.0,480,986468,-144545282064.79034,0.0,0.049mrpt_small,garch_t,qlike,60,-0.17367372589737007,-0.18301659044998622,-0.16664272773978578,-46.16305730765209,0.0,960,986468,-173673725897.3701,0.0,0.050mrpt_small,ewma,crps,5,-3.3627669284204592e-06,-3.7498880378275804e-06,-3.0090643496811287e-06,-17.975742309074626,0.0,240,986468,-0.004221158227187239,0.0,0.051mrpt_small,ewma,crps,15,-4.706529328035769e-06,-5.420760582308607e-06,-4.020623308866403e-06,-13.831346628992645,0.0,240,986468,-0.0035109984167413,0.0,0.052mrpt_small,ewma,crps,30,-8.612904143113738e-06,-9.916640629331328e-06,-7.3279965424407234e-06,-13.234894676301577,0.0,480,986468,-0.004653150234811766,0.0,0.053mrpt_small,ewma,crps,60,-2.11991866712735e-05,-2.3778963043504906e-05,-1.8748827820198753e-05,-14.548638213510506,0.0,960,986468,-0.008330468753763988,0.0,0.054mrpt_small,ewma,wis,5,-4.127246410890929e-06,-4.50579163024781e-06,-3.7652786575540453e-06,-22.208203412247492,0.0,240,986468,-0.005746678088727207,0.0,0.055mrpt_small,ewma,wis,15,-6.6601231623771625e-06,-7.348607631997725e-06,-5.977189165434951e-06,-19.78978606968513,0.0,240,986468,-0.005509308124572204,0.0,0.056mrpt_small,ewma,wis,30,-1.1761412353252702e-05,-1.306585522814019e-05,-1.0516303223742616e-05,-18.056928702843514,0.0,480,986468,-0.007042500311958877,0.0,0.057mrpt_small,ewma,wis,60,-2.6020800767996588e-05,-2.866275797514344e-05,-2.3606656139669917e-05,-17.71876438404101,0.0,960,986468,-0.011324254796841193,0.0,0.058mrpt_small,ewma,qlike,5,-0.04721447226755167,-0.04946028787985948,-0.0449722235591315,-38.20468576004761,0.0,240,986468,-47214472267.55167,0.0,0.059mrpt_small,ewma,qlike,15,-0.05399632942959257,-0.056857263818483564,-0.051597691662561944,-40.01286817378555,0.0,240,986468,-53996329429.592575,0.0,0.060mrpt_small,ewma,qlike,30,-0.06512618118743824,-0.07004254245316296,-0.06163592778426308,-29.42604725937017,0.0,480,986468,-65126181187.43824,0.0,0.061mrpt_small,ewma,qlike,60,-0.0865732736782115,-0.09332882275521515,-0.08150049345324403,-25.771037709835703,0.0,960,986468,-86573273678.2115,0.0,0.062mrpt_small,lightgbm,crps,5,-9.711805132448837e-06,-1.0738132747900337e-05,-8.678864275796197e-06,-22.0989551642771,0.0,240,986468,-0.012094483878129211,0.0,0.063mrpt_small,lightgbm,crps,15,1.2020723617003966e-06,-4.896186015816724e-07,2.7990109632915698e-06,1.9713535652092706,0.04868344842125771,240,986468,0.0009006975023605876,0.19473379368503085,0.0531092164595538764mrpt_small,lightgbm,crps,30,9.700649885364465e-06,7.558546898875079e-06,1.1648400495281923e-05,11.620558138231827,0.0,480,986468,0.00529317900032381,0.0,0.065mrpt_small,lightgbm,crps,60,1.5267945349887033e-05,1.1818893609219093e-05,1.8265492630386197e-05,10.49904108911364,0.0,960,986468,0.006086945050526089,0.0,0.066mrpt_small,lightgbm,wis,5,-1.1256348174886072e-05,-1.2292114982574696e-05,-1.022296044904905e-05,-25.469844633714676,0.0,240,986468,-0.01551901915465926,0.0,0.067mrpt_small,lightgbm,wis,15,-1.939198060171622e-07,-1.8330861888320667e-06,1.2889870769525044e-06,-0.33926707609709716,0.7344085428275817,240,986468,-0.00016127468448243906,1.0,0.750805082746087568mrpt_small,lightgbm,wis,30,7.612744343481789e-06,5.574579687509531e-06,9.380416162969718e-06,9.781134415840873,0.0,480,986468,0.004611861803663792,0.0,0.069mrpt_small,lightgbm,wis,60,1.2269755135953043e-05,9.020950593883462e-06,1.5128632328762523e-05,8.910531807441648,0.0,960,986468,0.005430289148837951,0.0,0.070mrpt_small,lightgbm,qlike,5,-18.317857881422448,-26.742184746052317,-11.486770630207083,-4.8180513358912105,1.4496707665401232e-06,240,986468,-3.1357832889169384,1.7396049198481478e-05,2.0875259038177772e-0671mrpt_small,lightgbm,qlike,15,-0.2786772963348174,-0.6606713461059941,-0.05958201367910382,-1.8249759683566635,0.06800465591766858,240,986468,-278677296334.81744,0.06800465591766858,0.0680046559176685872mrpt_small,lightgbm,qlike,30,-0.02190722936622672,-0.029381193925283308,-0.01690066132236269,-7.2945111199862245,2.9976021664879227e-13,480,986468,-21907229366.22672,7.194245199571014e-12,8.301052153351171e-1373mrpt_small,lightgbm,qlike,60,-0.013477275745414598,-0.018659804522931915,-0.009687912628022259,-6.534129111182881,6.398082064151822e-11,960,986468,-13477275745.414598,1.174016661664723e-09,1.2122681805761346e-1074mrpt_small,tcn,crps,5,-1.0130778140802408e-06,-1.2151106315106236e-06,-8.086726623277297e-07,-13.115722375670824,0.0,240,986468,-0.0012754413823350718,0.0,0.075mrpt_small,tcn,crps,15,-3.9395649847307256e-06,-4.300143304435908e-06,-3.5518769918690506e-06,-27.355869785641364,0.0,240,986468,-0.0029405372343945056,0.0,0.076mrpt_small,tcn,crps,30,-7.152471881053302e-06,-7.898682626251421e-06,-6.418111670414657e-06,-24.993877580720024,0.0,480,986468,-0.0038671980590933575,0.0,0.077mrpt_small,tcn,crps,60,-1.4204915334680588e-05,-1.5609421229357095e-05,-1.2696968315952249e-05,-23.406463324961127,0.0,960,986468,-0.005597372163492903,0.0,0.078mrpt_small,tcn,wis,5,-1.0772872037156002e-06,-1.2832853690656163e-06,-8.658306093123095e-07,-13.906633309172605,0.0,240,986468,-0.0015063858018938873,0.0,0.079mrpt_small,tcn,wis,15,-3.951702711768336e-06,-4.311391686217344e-06,-3.5718532687592913e-06,-27.894654049293244,0.0,240,986468,-0.0032762208036177286,0.0,0.080mrpt_small,tcn,wis,30,-7.020845836697357e-06,-7.762917817368311e-06,-6.291703513528114e-06,-25.228472557849223,0.0,480,986468,-0.0042159102605932725,0.0,0.081mrpt_small,tcn,wis,60,-1.3765067530156591e-05,-1.5155693358511127e-05,-1.225970123860924e-05,-23.17528948679032,0.0,960,986468,-0.006022681761975217,0.0,0.082mrpt_small,tcn,qlike,5,-0.005945399828568225,-0.007629575620197722,-0.004382963741452029,-9.049290172867833,0.0,240,986468,-5945399828.568225,0.0,0.083mrpt_small,tcn,qlike,15,-0.013752608144172096,-0.020600439882342208,-0.009147946680724198,-4.751332918956314,2.0208009934297166e-06,240,986468,-13752608144.172096,2.2228810927726883e-05,2.7980321447488384e-0684mrpt_small,tcn,qlike,30,-0.01675352880429733,-0.027984248347721882,-0.010075969562401433,-3.69418624940573,0.00022059207728353236,480,986468,-16753528804.29733,0.0011029603864176618,0.000248166086943973985mrpt_small,tcn,qlike,60,-0.017586372854882727,-0.024337821894694977,-0.012137226114773738,-5.986685938899591,2.1415973439076197e-09,960,986468,-17586372854.88273,3.6407154846429535e-08,3.854875219033716e-0986mrpt_small,mlp,crps,5,-9.211763828127844e-07,-1.2130965967722258e-06,-6.028687843645166e-07,-7.972243878546857,1.5543122344752192e-15,240,986468,-0.0011598738193831796,2.020605904817785e-14,2.3314683517128287e-1587mrpt_small,mlp,crps,15,-1.4628667133430573e-06,-1.9674672036334756e-06,-9.540866396311795e-07,-7.3924420644543245,1.4410694859634532e-13,240,986468,-0.001093923035822856,1.7292833831561438e-12,2.0751400597873725e-1388mrpt_small,mlp,crps,30,-2.2006739645841643e-06,-3.064485217760724e-06,-1.2569198205242305e-06,-6.046371147058448,1.4814460769230209e-09,480,986468,-0.0011930544743797105,1.4814460769230209e-08,1.975261435897361e-0989mrpt_small,mlp,crps,60,-5.306522282982669e-06,-7.013705158086532e-06,-3.492849868101181e-06,-6.979011170374445,2.972733170736319e-12,960,986468,-0.002098364823872889,3.270006487809951e-11,4.1160920825579804e-1290mrpt_small,mlp,wis,5,-9.9968445084097e-07,-1.288620135238249e-06,-6.842758159975781e-07,-8.545772633723201,0.0,240,986468,-0.0013980244883155543,0.0,0.091mrpt_small,mlp,wis,15,-1.534517358593272e-06,-2.034397341337224e-06,-1.0496681223072994e-06,-7.977335174420126,1.5543122344752192e-15,240,986468,-0.0012747702100597454,2.1760371282653068e-14,2.4328365409177345e-1592mrpt_small,mlp,wis,30,-2.213281086918357e-06,-3.0380613993587515e-06,-1.3339473260502407e-06,-6.390269979256221,1.6559309479191597e-10,480,986468,-0.001332889228604703,1.6559309479191597e-09,2.2079079305588795e-1093mrpt_small,mlp,wis,60,-5.040885266410658e-06,-6.668239889782295e-06,-3.322304513175552e-06,-6.871270110289309,6.363354287941547e-12,960,986468,-0.002214008633682237,6.999689716735702e-11,8.810798244842141e-1294mrpt_small,mlp,qlike,5,-0.017003705259463646,-0.023451613522201528,-0.012427594112317725,-5.827885567775573,5.613404630011587e-09,240,986468,-17003705259.463646,8.42010694501738e-08,9.185571212746234e-0995mrpt_small,mlp,qlike,15,-0.018869889011712472,-0.02439565756658994,-0.013945214397702707,-7.1203132520373025,1.0769163338864018e-12,240,986468,-18869889011.71247,2.261524301161444e-11,2.423061751244404e-1296mrpt_small,mlp,qlike,30,-0.01979565440358505,-0.026263887631020087,-0.014194666385182998,-6.539341190665155,6.179035061393279e-11,480,986468,-19795654403.58505,1.174016661664723e-09,1.2122681805761346e-1097mrpt_small,mlp,qlike,60,-0.02368346693346831,-0.03423132121854625,-0.015349658366080226,-5.301510842402446,1.1484822581842025e-07,960,986468,-23683466933.46831,1.4930269356394632e-06,1.7227233872763037e-0798har_rv,garch_t,crps,5,1.1636588651076185e-05,1.0944751426276454e-05,1.2324968176557462e-05,41.89064491227347,0.0,240,986468,0.014599444632476382,0.0,0.099har_rv,garch_t,crps,15,-8.20889963692459e-06,-9.07541092714528e-06,-7.357524711459741e-06,-21.959975025712655,0.0,240,986468,-0.00612851114154343,0.0,0.0100har_rv,garch_t,crps,30,-1.6529638992692533e-05,-1.8213403687508965e-05,-1.465510350653698e-05,-21.394103039927163,0.0,480,986468,-0.008938800473541151,0.0,0.0101har_rv,garch_t,crps,60,-3.9292377225906825e-05,-4.268538305460273e-05,-3.556641881984197e-05,-23.7341463371177,0.0,960,986468,-0.01542989838763928,0.0,0.0102har_rv,garch_t,wis,5,1.2341055782042393e-05,1.160369582903008e-05,1.3041225621335794e-05,42.146903675765486,0.0,240,986468,0.017167358469290725,0.0,0.0103har_rv,garch_t,wis,15,-8.777053466030681e-06,-9.668070966999832e-06,-7.904087999180385e-06,-22.867393434867125,0.0,240,986468,-0.007264052394259006,0.0,0.0104har_rv,garch_t,wis,30,-1.7330211527945572e-05,-1.9048606434812714e-05,-1.543858247644242e-05,-22.183111817574698,0.0,480,986468,-0.010384075815678557,0.0,0.0105har_rv,garch_t,wis,60,-4.043339916836636e-05,-4.387682078207215e-05,-3.656539215956106e-05,-23.946342052434805,0.0,960,986468,-0.017577088962126192,0.0,0.0106har_rv,garch_t,qlike,5,0.05715179201955457,0.03759353337617599,0.07513909685205278,5.678005922674881,1.362739987520456e-08,240,986468,57151792019.55457,1.9078359825286384e-07,2.1329843282928876e-08107har_rv,garch_t,qlike,15,-0.08741228760092921,-0.10842018329819558,-0.05217827804936078,-6.608436552837205,3.8840042293486476e-11,240,986468,-87412287600.92921,7.768008458697295e-10,8.224950132738312e-11108har_rv,garch_t,qlike,30,-0.10265909266005088,-0.12039463416643237,-0.07755549592253831,-10.148669757494925,0.0,480,986468,-102659092660.05089,0.0,0.0109har_rv,garch_t,qlike,60,-0.14061668413989453,-0.1509012076344542,-0.12868143398060203,-27.778672625370177,0.0,960,986468,-140616684139.89453,0.0,0.0110
Files · e976cfd0ab0ee7e59d46d9e75fd8b8fb0a861c50
Menu

Theme