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Tables with Critical Values for
A Fixed-b Perspective on the Phillips-Perron Unit
Root Tests
published in:
Econometric Theory 29 (2013), 609-628
Timothy J. Vogelsang Martin Wagner
1
1 One-Step Detrending
2
Bartlett
Kern
el
3
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-5.4
531
-5.1
979
-4.9
533
-4.7
312
-4.5
155
-4.3
167
-4.1
275
-3.9
598
-3.7
988
-3.6
477
95%
-7.5
500
-7.0
774
-6.6
585
-6.2
847
-5.9
229
-5.5
985
-5.3
069
-5.0
217
-4.7
747
-4.5
384
97.5
%-9
.631
0-8
.924
7-8
.309
9-7
.719
6-7
.208
2-6
.727
3-6
.267
5-5
.902
1-5
.5612
-5.2
508
99%
-12.
3477
-11.
2769
-10.
2572
-9.3
954
-8.6
686
-7.9
913
-7.4
157
-6.8
692
-6.3
910
-5.9
887
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-3.4
953
-3.3
561
-3.2
284
-3.1
003
-2.9
807
-2.8
691
-2.7
624
-2.6
650
-2.5
764
-2.4
932
95%
-4.3
233
-4.1
214
-3.9
447
-3.7
693
-3.6
071
-3.4
550
-3.3
127
-3.1
820
-3.0
570
-2.9
469
97.5
%-4
.964
7-4
.687
9-4
.460
5-4
.257
5-4
.071
9-3
.894
3-3
.737
6-3
.584
2-3
.4339
-3.3
052
99%
-5.6
319
-5.3
041
-5.0
052
-4.7
461
-4.5
128
-4.3
211
-4.1
328
-3.9
784
-3.8
277
-3.6
866
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.4
197
-2.3
517
-2.2
903
-2.2
339
-2.1
767
-2.1
219
-2.0
708
-2.0
181
-1.9
675
-1.9
169
95%
-2.8
383
-2.7
417
-2.6
475
-2.5
646
-2.4
854
-2.4
161
-2.3
492
-2.2
886
-2.2
298
-2.1
731
97.5
%-3
.179
1-3
.056
3-2
.950
9-2
.851
0-2
.761
3-2
.676
3-2
.603
6-2
.539
0-2
.4794
-2.4
286
99%
-3.5
584
-3.4
384
-3.3
301
-3.2
310
-3.1
424
-3.0
510
-2.9
797
-2.9
114
-2.8
526
-2.7
914
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-1.8
635
-1.8
145
-1.7
658
-1.7
191
-1.6
744
-1.6
309
-1.5
892
-1.5
487
-1.5
115
-1.4
755
95%
-2.1
232
-2.0
740
-2.0
311
-1.9
891
-1.9
472
-1.9
071
-1.8
687
-1.8
331
-1.8
002
-1.7
688
97.5
%-2
.382
1-2
.332
8-2
.291
4-2
.255
8-2
.217
1-2
.181
6-2
.148
4-2
.116
4-2
.0827
-2.0
547
99%
-2.7
506
-2.7
190
-2.6
783
-2.6
468
-2.6
172
-2.5
882
-2.5
662
-2.5
477
-2.5
211
-2.5
000
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-1.4
409
-1.4
083
-1.3
773
-1.3
475
-1.3
186
-1.2
902
-1.2
646
-1.2
406
-1.2
172
-1.1
942
95%
-1.7
329
-1.7
023
-1.6
715
-1.6
401
-1.6
107
-1.5
817
-1.5
551
-1.5
285
-1.5
033
-1.4
778
97.5
%-2
.026
1-1
.999
0-1
.969
0-1
.940
0-1
.912
0-1
.884
1-1
.857
4-1
.831
2-1
.8031
-1.7
780
99%
-2.4
760
-2.4
560
-2.4
385
-2.4
192
-2.3
940
-2.3
737
-2.3
527
-2.3
271
-2.3
021
-2.2
757
Tab
le1:
Fix
ed-b
crit
ical
valu
esfo
rco
effici
ent
test
for
Bar
tlet
tke
rnel
(On
e-st
epd
etre
nd
ing)
.N
od
eter
min
isti
cco
mp
on
ents
.
4
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
6170
-10.
0364
-9.4
787
-8.9
785
-8.5
353
-8.1
227
-7.7
492
-7.3
918
-7.0
743
-6.7
825
95%
-13.
0696
-12.
1809
-11.
3730
-10.
6740
-10.
0261
-9.4
453
-8.9
355
-8.5
184
-8.1
640
-7.8
383
97.5
%-1
5.52
59-1
4.22
79-1
3.13
11-1
2.17
81-1
1.33
39-1
0.68
72-1
0.10
01-9
.619
1-9
.2609
-8.9
555
99%
-18.
6895
-16.
7951
-15.
1993
-13.
8956
-12.
8984
-12.
1327
-11.
5527
-11.
1067
-10.7
990
-10.5
433
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-6.5
296
-6.3
013
-6.0
984
-5.9
270
-5.7
801
-5.6
473
-5.5
351
-5.4
323
-5.3
355
-5.2
462
95%
-7.5
835
-7.3
542
-7.1
735
-7.0
140
-6.8
778
-6.7
483
-6.6
435
-6.5
513
-6.4
681
-6.3
767
97.5
%-8
.713
4-8
.518
1-8
.349
4-8
.201
5-8
.071
5-7
.964
3-7
.867
8-7
.756
4-7
.6700
-7.5
879
99%
-10.
3132
-10.
1060
-9.9
534
-9.7
680
-9.6
553
-9.5
049
-9.3
968
-9.3
365
-9.2
526
-9.1
912
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-5.1
654
-5.0
876
-5.0
123
-4.9
425
-4.8
726
-4.8
034
-4.7
364
-4.6
681
-4.6
021
-4.5
400
95%
-6.3
082
-6.2
520
-6.1
840
-6.1
163
-6.0
513
-5.9
919
-5.9
308
-5.8
719
-5.8
187
-5.7
562
97.5
%-7
.512
3-7
.440
4-7
.354
1-7
.286
3-7
.230
0-7
.173
7-7
.115
4-7
.048
1-6
.9925
-6.9
310
99%
-9.1
020
-9.0
095
-8.9
504
-8.8
880
-8.8
150
-8.7
574
-8.7
082
-8.6
533
-8.5
989
-8.5
711
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-4.4
839
-4.4
266
-4.3
664
-4.3
023
-4.2
510
-4.1
931
-4.1
349
-4.0
751
-4.0
211
-3.9
721
95%
-5.6
959
-5.6
375
-5.5
781
-5.5
185
-5.4
515
-5.3
991
-5.3
405
-5.2
768
-5.2
225
-5.1
693
97.5
%-6
.872
4-6
.811
4-6
.753
5-6
.695
4-6
.636
2-6
.568
4-6
.513
8-6
.445
5-6
.3911
-6.3
326
99%
-8.5
122
-8.4
415
-8.3
815
-8.3
154
-8.2
369
-8.1
638
-8.0
874
-8.0
218
-7.9
521
-7.8
748
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-3.9
221
-3.8
773
-3.8
274
-3.7
783
-3.7
330
-3.6
896
-3.6
494
-3.6
093
-3.5
677
-3.5
287
95%
-5.1
108
-5.0
586
-4.9
979
-4.9
396
-4.8
886
-4.8
300
-4.7
748
-4.7
233
-4.6
692
-4.6
256
97.5
%-6
.268
2-6
.203
4-6
.131
5-6
.067
3-6
.004
7-5
.935
6-5
.865
2-5
.799
8-5
.7390
-5.6
856
99%
-7.7
954
-7.7
286
-7.6
446
-7.5
685
-7.4
866
-7.4
165
-7.3
432
-7.2
680
-7.1
893
-7.1
177
Tab
le2:
Fix
ed-b
crit
ical
valu
esfo
rco
effici
ent
test
for
Bar
tlet
tke
rnel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept.
5
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-16.
7233
-15.
1698
-13.
8427
-12.
6797
-11.
6618
-10.
7815
-10.
0449
-9.4
200
-8.8
982
-8.4
647
95%
-19.
5080
-17.
3879
-15.
6413
-14.
1950
-12.
9535
-11.
9495
-11.
1629
-10.
5394
-10.0
633
-9.6
458
97.5
%-2
2.08
17-1
9.41
49-1
7.19
92-1
5.50
53-1
4.14
19-1
3.12
72-1
2.36
20-1
1.75
89-1
1.3
145
-10.9
332
99%
-25.
2048
-21.
8554
-19.
1617
-17.
0623
-15.
6388
-14.
6618
-13.
9576
-13.
4235
-12.9
699
-12.5
665
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-8.1
029
-7.7
895
-7.5
126
-7.2
644
-7.0
447
-6.8
347
-6.6
329
-6.4
438
-6.2
603
-6.0
731
95%
-9.3
036
-9.0
153
-8.7
567
-8.5
242
-8.3
169
-8.1
131
-7.9
135
-7.7
253
-7.5
519
-7.3
865
97.5
%-1
0.60
91-1
0.32
71-1
0.06
98-9
.861
1-9
.645
4-9
.423
8-9
.237
5-9
.055
0-8
.8806
-8.6
859
99%
-12.
2442
-11.
9501
-11.
6934
-11.
4673
-11.
2686
-11.
0800
-10.
8626
-10.
6946
-10.5
333
-10.3
542
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-5.9
093
-5.7
393
-5.5
715
-5.4
051
-5.2
564
-5.1
176
-4.9
786
-4.8
478
-4.7
256
-4.6
059
95%
-7.2
096
-7.0
437
-6.8
702
-6.7
054
-6.5
386
-6.3
796
-6.2
331
-6.0
809
-5.9
380
-5.7
950
97.5
%-8
.506
4-8
.324
6-8
.159
0-7
.988
9-7
.811
4-7
.636
5-7
.473
3-7
.311
9-7
.1469
-7.0
093
99%
-10.
1531
-9.9
648
-9.7
594
-9.5
694
-9.3
689
-9.1
931
-8.9
926
-8.8
140
-8.6
538
-8.4
884
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-4.4
877
-4.3
759
-4.2
695
-4.1
707
-4.0
754
-3.9
929
-3.9
164
-3.8
431
-3.7
695
-3.7
033
95%
-5.6
604
-5.5
414
-5.4
258
-5.3
142
-5.2
038
-5.1
107
-5.0
214
-4.9
317
-4.8
504
-4.7
753
97.5
%-6
.846
4-6
.707
9-6
.570
7-6
.436
9-6
.298
4-6
.177
4-6
.073
4-5
.973
4-5
.8681
-5.7
912
99%
-8.3
133
-8.1
652
-8.0
101
-7.8
660
-7.7
171
-7.5
766
-7.4
564
-7.3
363
-7.2
085
-7.1
033
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-3.6
441
-3.5
915
-3.5
407
-3.4
962
-3.4
588
-3.4
232
-3.3
926
-3.3
623
-3.3
349
-3.3
106
95%
-4.7
019
-4.6
369
-4.5
717
-4.5
175
-4.4
687
-4.4
288
-4.3
929
-4.3
608
-4.3
332
-4.3
046
97.5
%-5
.703
0-5
.612
5-5
.542
8-5
.487
6-5
.435
7-5
.390
7-5
.349
8-5
.313
1-5
.2840
-5.2
530
99%
-7.0
102
-6.9
223
-6.8
302
-6.7
459
-6.6
800
-6.6
412
-6.5
883
-6.5
453
-6.4
968
-6.4
719
Tab
le3:
Fix
ed-b
crit
ical
valu
esfo
rco
effici
ent
test
for
Bar
tlet
tker
nel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
6
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-1.5
808
-1.5
433
-1.5
078
-1.4
722
-1.4
365
-1.4
050
-1.3
722
-1.3
431
-1.3
150
-1.2
885
95%
-1.8
825
-1.8
239
-1.7
688
-1.7
148
-1.6
690
-1.6
232
-1.5
770
-1.5
356
-1.4
938
-1.4
561
97.5
%-2
.146
9-2
.061
3-1
.990
6-1
.921
8-1
.853
5-1
.790
6-1
.731
4-1
.677
8-1
.6273
-1.5
785
99%
-2.4
402
-2.3
283
-2.2
272
-2.1
334
-2.0
478
-1.9
649
-1.8
876
-1.8
202
-1.7
524
-1.6
972
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-1.2
631
-1.2
373
-1.2
121
-1.1
880
-1.1
648
-1.1
426
-1.1
212
-1.0
989
-1.0
798
-1.0
621
95%
-1.4
215
-1.3
879
-1.3
550
-1.3
240
-1.2
955
-1.2
665
-1.2
406
-1.2
152
-1.1
902
-1.1
680
97.5
%-1
.535
9-1
.493
6-1
.452
6-1
.416
9-1
.383
5-1
.351
0-1
.322
5-1
.293
1-1
.2668
-1.2
395
99%
-1.6
397
-1.5
922
-1.5
453
-1.5
028
-1.4
632
-1.4
266
-1.3
938
-1.3
610
-1.3
319
-1.3
035
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-1.0
443
-1.0
293
-1.0
159
-1.0
024
-0.9
897
-0.9
776
-0.9
653
-0.9
539
-0.9
425
-0.9
303
95%
-1.1
466
-1.1
254
-1.1
044
-1.0
852
-1.0
666
-1.0
499
-1.0
329
-1.0
174
-1.0
028
-0.9
883
97.5
%-1
.215
0-1
.190
9-1
.165
8-1
.143
6-1
.121
3-1
.100
5-1
.080
3-1
.061
8-1
.0445
-1.0
275
99%
-1.2
751
-1.2
479
-1.2
219
-1.1
971
-1.1
740
-1.1
505
-1.1
289
-1.1
088
-1.0
906
-1.0
731
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-0.9
189
-0.9
079
-0.8
960
-0.8
844
-0.8
730
-0.8
626
-0.8
517
-0.8
413
-0.8
308
-0.8
206
95%
-0.9
745
-0.9
613
-0.9
486
-0.9
365
-0.9
246
-0.9
132
-0.9
029
-0.8
918
-0.8
813
-0.8
713
97.5
%-1
.012
3-0
.998
1-0
.984
6-0
.972
8-0
.960
6-0
.949
2-0
.938
7-0
.928
2-0
.9185
-0.9
090
99%
-1.0
567
-1.0
415
-1.0
272
-1.0
152
-1.0
043
-0.9
929
-0.9
831
-0.9
742
-0.9
649
-0.9
574
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-0.8
105
-0.8
006
-0.7
909
-0.7
818
-0.7
730
-0.7
645
-0.7
564
-0.7
485
-0.7
409
-0.7
337
95%
-0.8
613
-0.8
518
-0.8
424
-0.8
336
-0.8
246
-0.8
159
-0.8
074
-0.7
992
-0.7
912
-0.7
834
97.5
%-0
.899
6-0
.891
0-0
.882
2-0
.874
0-0
.865
3-0
.856
8-0
.848
4-0
.840
3-0
.8320
-0.8
246
99%
-0.9
506
-0.9
434
-0.9
357
-0.9
293
-0.9
217
-0.9
148
-0.9
076
-0.9
001
-0.8
930
-0.8
855
Tab
le4:
Fix
ed-b
crit
ical
valu
esfo
rt-
test
for
Bar
tlet
tke
rnel
(On
e-st
epd
etre
nd
ing)
.N
od
eter
min
isti
cco
mp
on
ents
.
7
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-2.5
150
-2.4
628
-2.4
143
-2.3
669
-2.3
241
-2.2
850
-2.2
540
-2.2
295
-2.2
124
-2.1
999
95%
-2.7
979
-2.7
308
-2.6
715
-2.6
193
-2.5
788
-2.5
549
-2.5
396
-2.5
299
-2.5
243
-2.5
229
97.5
%-3
.055
0-2
.976
4-2
.913
3-2
.866
7-2
.845
4-2
.832
2-2
.826
1-2
.825
7-2
.8291
-2.8
378
99%
-3.3
335
-3.2
512
-3.1
957
-3.1
739
-3.1
722
-3.1
755
-3.1
867
-3.2
027
-3.2
189
-3.2
412
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.1
891
-2.1
819
-2.1
767
-2.1
734
-2.1
726
-2.1
723
-2.1
726
-2.1
754
-2.1
786
-2.1
816
95%
-2.5
250
-2.5
297
-2.5
348
-2.5
423
-2.5
489
-2.5
622
-2.5
734
-2.5
843
-2.5
991
-2.6
106
97.5
%-2
.850
9-2
.864
0-2
.880
9-2
.899
8-2
.921
2-2
.938
7-2
.963
2-2
.983
8-3
.0084
-3.0
366
99%
-3.2
656
-3.2
955
-3.3
349
-3.3
760
-3.4
178
-3.4
588
-3.4
950
-3.5
303
-3.5
661
-3.6
028
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.1
846
-2.1
891
-2.1
961
-2.2
010
-2.2
090
-2.2
139
-2.2
208
-2.2
275
-2.2
327
-2.2
385
95%
-2.6
227
-2.6
375
-2.6
515
-2.6
631
-2.6
806
-2.6
936
-2.7
114
-2.7
288
-2.7
449
-2.7
605
97.5
%-3
.062
3-3
.085
4-3
.111
6-3
.132
3-3
.158
2-3
.188
2-3
.219
6-3
.240
7-3
.2685
-3.2
965
99%
-3.6
510
-3.6
885
-3.7
358
-3.7
756
-3.8
340
-3.8
751
-3.9
068
-3.9
522
-3.9
940
-4.0
451
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.2
451
-2.2
538
-2.2
620
-2.2
698
-2.2
756
-2.2
831
-2.2
909
-2.2
986
-2.3
070
-2.3
140
95%
-2.7
757
-2.7
900
-2.8
055
-2.8
223
-2.8
387
-2.8
553
-2.8
720
-2.8
883
-2.9
006
-2.9
195
97.5
%-3
.323
8-3
.349
9-3
.381
0-3
.408
6-3
.434
7-3
.456
2-3
.478
6-3
.506
7-3
.5291
-3.5
490
99%
-4.0
933
-4.1
310
-4.1
811
-4.2
231
-4.2
705
-4.2
981
-4.3
319
-4.3
675
-4.4
069
-4.4
500
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.3
216
-2.3
301
-2.3
382
-2.3
470
-2.3
550
-2.3
637
-2.3
719
-2.3
810
-2.3
906
-2.4
004
95%
-2.9
356
-2.9
510
-2.9
661
-2.9
860
-3.0
033
-3.0
212
-3.0
395
-3.0
569
-3.0
749
-3.0
924
97.5
%-3
.577
0-3
.604
3-3
.626
9-3
.652
5-3
.686
1-3
.716
8-3
.746
4-3
.769
4-3
.7962
-3.8
240
99%
-4.4
899
-4.5
276
-4.5
605
-4.6
097
-4.6
431
-4.6
825
-4.7
232
-4.7
574
-4.8
002
-4.8
386
Tab
le5:
Fix
ed-b
crit
ical
valu
esfo
rt-
test
for
Bar
tlet
tke
rnel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept.
8
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-3.0
240
-2.8
993
-2.7
913
-2.6
917
-2.6
014
-2.5
303
-2.4
750
-2.4
326
-2.3
965
-2.3
676
95%
-3.2
801
-3.1
298
-3.0
021
-2.9
001
-2.8
245
-2.7
728
-2.7
326
-2.7
028
-2.6
785
-2.6
608
97.5
%-3
.497
9-3
.327
4-3
.195
9-3
.105
4-3
.049
7-3
.006
5-2
.981
4-2
.963
7-2
.9498
-2.9
420
99%
-3.7
573
-3.5
739
-3.4
571
-3.3
880
-3.3
446
-3.3
190
-3.3
051
-3.3
010
-3.3
030
-3.3
114
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.3
429
-2.3
223
-2.3
024
-2.2
866
-2.2
742
-2.2
638
-2.2
546
-2.2
454
-2.2
365
-2.2
287
95%
-2.6
480
-2.6
382
-2.6
318
-2.6
253
-2.6
223
-2.6
218
-2.6
218
-2.6
209
-2.6
236
-2.6
251
97.5
%-2
.940
2-2
.938
1-2
.941
6-2
.947
8-2
.956
1-2
.960
1-2
.968
4-2
.983
8-2
.9925
-3.0
101
99%
-3.3
257
-3.3
383
-3.3
480
-3.3
653
-3.3
828
-3.4
025
-3.4
194
-3.4
454
-3.4
735
-3.5
019
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.2
235
-2.2
183
-2.2
126
-2.2
087
-2.2
060
-2.2
045
-2.2
038
-2.2
039
-2.2
048
-2.2
069
95%
-2.6
282
-2.6
324
-2.6
390
-2.6
457
-2.6
532
-2.6
599
-2.6
657
-2.6
742
-2.6
861
-2.6
971
97.5
%-3
.021
4-3
.038
6-3
.055
3-3
.073
9-3
.092
3-3
.112
3-3
.128
1-3
.158
4-3
.1762
-3.1
963
99%
-3.5
399
-3.5
698
-3.6
080
-3.6
454
-3.6
807
-3.7
216
-3.7
512
-3.7
832
-3.8
183
-3.8
494
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.2
088
-2.2
121
-2.2
141
-2.2
189
-2.2
218
-2.2
269
-2.2
343
-2.2
410
-2.2
467
-2.2
549
95%
-2.7
101
-2.7
255
-2.7
411
-2.7
542
-2.7
702
-2.7
866
-2.8
055
-2.8
235
-2.8
393
-2.8
579
97.5
%-3
.220
8-3
.246
1-3
.273
9-3
.304
5-3
.330
9-3
.358
4-3
.384
6-3
.417
1-3
.4446
-3.4
764
99%
-3.8
901
-3.9
183
-3.9
569
-4.0
057
-4.0
384
-4.0
745
-4.1
197
-4.1
545
-4.1
957
-4.2
478
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.2
624
-2.2
698
-2.2
790
-2.2
876
-2.2
974
-2.3
062
-2.3
169
-2.3
252
-2.3
337
-2.3
425
95%
-2.8
794
-2.8
976
-2.9
168
-2.9
356
-2.9
524
-2.9
714
-2.9
887
-3.0
070
-3.0
244
-3.0
406
97.5
%-3
.499
5-3
.533
3-3
.565
0-3
.598
0-3
.628
7-3
.656
2-3
.684
4-3
.709
2-3
.7337
-3.7
583
99%
-4.2
989
-4.3
483
-4.3
977
-4.4
363
-4.4
838
-4.5
261
-4.5
695
-4.6
073
-4.6
485
-4.6
822
Tab
le6:
Fix
ed-b
crit
ical
valu
esfo
rt-
test
for
Bar
tlet
tke
rnel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
9
Bohman
Kern
el
10
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-5.5
107
-5.2
798
-5.0
771
-4.8
812
-4.7
084
-4.5
384
-4.3
763
-4.2
175
-4.0
631
-3.9
253
95%
-7.6
475
-7.2
620
-6.9
011
-6.5
700
-6.2
758
-5.9
872
-5.7
248
-5.4
776
-5.2
272
-5.0
046
97.5
%-9
.791
9-9
.183
0-8
.672
8-8
.194
1-7
.728
2-7
.301
5-6
.906
1-6
.538
9-6
.1914
-5.9
141
99%
-12.
5654
-11.
6880
-10.
8349
-10.
0747
-9.4
265
-8.8
253
-8.2
988
-7.7
785
-7.3
357
-6.9
438
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-3.7
843
-3.6
532
-3.5
253
-3.4
093
-3.2
942
-3.1
778
-3.0
753
-2.9
724
-2.8
786
-2.7
895
95%
-4.7
852
-4.5
939
-4.4
092
-4.2
347
-4.0
817
-3.9
417
-3.7
985
-3.6
663
-3.5
417
-3.4
231
97.5
%-5
.633
1-5
.373
7-5
.142
0-4
.927
0-4
.731
2-4
.553
1-4
.376
2-4
.210
4-4
.0651
-3.9
318
99%
-6.5
655
-6.2
392
-5.9
513
-5.6
637
-5.3
990
-5.1
698
-4.9
454
-4.7
555
-4.5
897
-4.4
307
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.7
042
-2.6
228
-2.5
477
-2.4
783
-2.4
157
-2.3
556
-2.3
011
-2.2
502
-2.2
024
-2.1
576
95%
-3.3
149
-3.2
069
-3.1
028
-3.0
119
-2.9
227
-2.8
385
-2.7
617
-2.6
941
-2.6
253
-2.5
630
97.5
%-3
.799
8-3
.676
5-3
.561
5-3
.456
6-3
.346
1-3
.246
0-3
.152
6-3
.064
5-2
.9857
-2.9
072
99%
-4.2
986
-4.1
521
-4.0
366
-3.9
187
-3.8
014
-3.6
938
-3.6
024
-3.5
042
-3.4
116
-3.3
319
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.1
131
-2.0
684
-2.0
269
-1.9
853
-1.9
428
-1.9
026
-1.8
637
-1.8
242
-1.7
852
-1.7
480
95%
-2.5
087
-2.4
552
-2.4
026
-2.3
552
-2.3
090
-2.2
652
-2.2
219
-2.1
787
-2.1
389
-2.0
978
97.5
%-2
.834
7-2
.763
3-2
.701
2-2
.641
6-2
.592
0-2
.542
5-2
.494
9-2
.454
4-2
.4146
-2.3
745
99%
-3.2
563
-3.1
860
-3.1
240
-3.0
612
-3.0
007
-2.9
476
-2.9
044
-2.8
696
-2.8
309
-2.7
998
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-1.7
112
-1.6
743
-1.6
385
-1.6
030
-1.5
680
-1.5
335
-1.4
993
-1.4
661
-1.4
362
-1.4
032
95%
-2.0
591
-2.0
208
-1.9
847
-1.9
491
-1.9
116
-1.8
788
-1.8
475
-1.8
167
-1.7
880
-1.7
603
97.5
%-2
.334
9-2
.303
1-2
.278
5-2
.249
4-2
.217
8-2
.190
0-2
.163
6-2
.137
9-2
.1173
-2.0
947
99%
-2.7
639
-2.7
331
-2.7
175
-2.6
955
-2.6
740
-2.6
510
-2.6
315
-2.6
109
-2.6
001
-2.5
800
Tab
le7:
Fix
ed-b
crit
ical
valu
esfo
rco
effici
ent
test
for
Boh
man
kern
el(O
ne-
step
det
ren
din
g).
No
det
erm
inis
tic
com
pon
ents
.
11
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
7500
-10.
2645
-9.7
744
-9.3
597
-8.9
645
-8.5
907
-8.2
432
-7.9
329
-7.6
388
-7.3
610
95%
-13.
2722
-12.
5226
-11.
8497
-11.
2372
-10.
6508
-10.
1482
-9.6
629
-9.2
264
-8.8
508
-8.5
314
97.5
%-1
5.77
96-1
4.73
85-1
3.80
37-1
2.92
62-1
2.20
33-1
1.54
27-1
0.95
43-1
0.45
65-1
0.0
269
-9.6
444
99%
-18.
9977
-17.
5210
-16.
1680
-14.
9837
-13.
9650
-13.
1296
-12.
4746
-11.
9472
-11.5
215
-11.1
738
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-7.0
993
-6.8
688
-6.6
584
-6.4
539
-6.2
722
-6.1
115
-5.9
686
-5.8
377
-5.7
163
-5.6
123
95%
-8.2
368
-7.9
781
-7.7
278
-7.5
316
-7.3
626
-7.2
006
-7.0
655
-6.9
361
-6.8
107
-6.7
027
97.5
%-9
.341
6-9
.087
0-8
.851
7-8
.660
1-8
.480
9-8
.338
6-8
.185
4-8
.067
0-7
.9710
-7.8
664
99%
-10.
8763
-10.
6173
-10.
4244
-10.
2277
-10.
0736
-9.9
238
-9.8
035
-9.6
921
-9.5
633
-9.4
403
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-5.5
093
-5.4
205
-5.3
311
-5.2
499
-5.1
779
-5.1
105
-5.0
438
-4.9
766
-4.9
139
-4.8
570
95%
-6.6
137
-6.5
304
-6.4
477
-6.3
813
-6.3
088
-6.2
442
-6.1
793
-6.1
225
-6.0
718
-6.0
224
97.5
%-7
.782
6-7
.709
5-7
.630
5-7
.568
8-7
.504
1-7
.445
8-7
.383
6-7
.316
1-7
.2614
-7.2
150
99%
-9.3
595
-9.2
927
-9.2
173
-9.1
439
-9.0
921
-9.0
549
-8.9
945
-8.9
372
-8.8
856
-8.8
565
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-4.8
010
-4.7
432
-4.6
899
-4.6
354
-4.5
826
-4.5
279
-4.4
767
-4.4
233
-4.3
729
-4.3
231
95%
-5.9
762
-5.9
280
-5.8
819
-5.8
359
-5.7
929
-5.7
479
-5.7
060
-5.6
542
-5.6
031
-5.5
583
97.5
%-7
.169
6-7
.114
7-7
.061
3-7
.013
6-6
.971
5-6
.913
8-6
.871
1-6
.830
7-6
.7862
-6.7
423
99%
-8.8
006
-8.7
646
-8.7
100
-8.6
672
-8.6
345
-8.5
794
-8.5
442
-8.5
064
-8.4
663
-8.4
148
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-4.2
788
-4.2
303
-4.1
825
-4.1
359
-4.0
901
-4.0
428
-3.9
955
-3.9
519
-3.9
063
-3.8
656
95%
-5.5
112
-5.4
622
-5.4
163
-5.3
744
-5.3
206
-5.2
719
-5.2
226
-5.1
761
-5.1
254
-5.0
802
97.5
%-6
.691
3-6
.652
2-6
.599
1-6
.551
6-6
.505
7-6
.465
9-6
.411
8-6
.361
6-6
.3109
-6.2
639
99%
-8.3
531
-8.3
038
-8.2
644
-8.2
136
-8.1
664
-8.1
137
-8.0
654
-8.0
075
-7.9
499
-7.8
929
Tab
le8:
Fix
ed-b
crit
ical
valu
esfo
rco
effici
ent
test
for
Boh
man
kern
el(O
ne-
step
det
ren
din
g).
Inte
rcep
t.
12
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-17.
0479
-15.
7428
-14.
5980
-13.
5730
-12.
6398
-11.
8179
-11.
0843
-10.
4498
-9.9
029
-9.4
136
95%
-19.
9776
-18.
2321
-16.
6488
-15.
3269
-14.
1756
-13.
2054
-12.
3669
-11.
6585
-11.0
590
-10.5
562
97.5
%-2
2.73
65-2
0.44
38-1
8.50
50-1
6.86
73-1
5.54
05-1
4.43
91-1
3.54
56-1
2.82
05-1
2.2
064
-11.7
397
99%
-26.
0929
-23.
0710
-20.
7054
-18.
7562
-17.
1672
-15.
9241
-15.
0357
-14.
3508
-13.8
014
-13.3
186
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-8.9
787
-8.6
019
-8.2
690
-7.9
704
-7.7
149
-7.4
767
-7.2
532
-7.0
502
-6.8
600
-6.6
865
95%
-10.
1279
-9.7
694
-9.4
446
-9.1
572
-8.9
003
-8.6
801
-8.4
747
-8.2
825
-8.1
163
-7.9
457
97.5
%-1
1.32
06-1
0.96
45-1
0.66
36-1
0.40
84-1
0.19
59-9
.967
7-9
.776
7-9
.610
1-9
.4445
-9.2
763
99%
-12.
9432
-12.
6151
-12.
3004
-12.
0506
-11.
8146
-11.
6048
-11.
4176
-11.
2445
-11.1
117
-10.9
551
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-6.5
165
-6.3
499
-6.1
963
-6.0
449
-5.8
887
-5.7
344
-5.5
942
-5.4
459
-5.3
048
-5.1
723
95%
-7.7
863
-7.6
311
-7.4
927
-7.3
539
-7.2
121
-7.0
639
-6.9
263
-6.7
887
-6.6
536
-6.5
165
97.5
%-9
.120
5-8
.976
3-8
.831
3-8
.694
4-8
.546
1-8
.406
4-8
.262
7-8
.119
4-7
.9722
-7.8
378
99%
-10.
7948
-10.
6460
-10.
5076
-10.
3875
-10.
2536
-10.
0989
-9.9
653
-9.8
164
-9.6
729
-9.5
352
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-5.0
417
-4.9
163
-4.7
939
-4.6
704
-4.5
547
-4.4
413
-4.3
357
-4.2
299
-4.1
322
-4.0
431
95%
-6.3
774
-6.2
409
-6.1
168
-5.9
913
-5.8
614
-5.7
416
-5.6
229
-5.5
076
-5.3
945
-5.2
872
97.5
%-7
.692
4-7
.552
6-7
.410
8-7
.275
8-7
.136
2-7
.002
4-6
.867
2-6
.737
2-6
.6208
-6.4
895
99%
-9.3
956
-9.2
477
-9.0
879
-8.9
269
-8.7
828
-8.6
259
-8.4
692
-8.3
240
-8.1
810
-8.0
302
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-3.9
521
-3.8
663
-3.7
874
-3.7
082
-3.6
307
-3.5
581
-3.4
837
-3.4
111
-3.3
529
-3.2
963
95%
-5.1
769
-5.0
832
-4.9
783
-4.8
797
-4.7
942
-4.7
086
-4.6
274
-4.5
512
-4.4
818
-4.4
124
97.5
%-6
.370
3-6
.268
6-6
.156
8-6
.045
2-5
.947
1-5
.850
0-5
.755
1-5
.670
8-5
.5804
-5.5
051
99%
-7.8
809
-7.7
602
-7.6
142
-7.4
950
-7.3
760
-7.2
521
-7.1
299
-7.0
182
-6.9
296
-6.8
424
Tab
le9:
Fix
ed-b
crit
ical
valu
esfo
rco
effici
ent
test
for
Boh
man
ker
nel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
13
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-1.5
881
-1.5
566
-1.5
269
-1.4
973
-1.4
676
-1.4
398
-1.4
131
-1.3
863
-1.3
602
-1.3
366
95%
-1.8
946
-1.8
478
-1.7
965
-1.7
553
-1.7
115
-1.6
751
-1.6
386
-1.6
001
-1.5
647
-1.5
310
97.5
%-2
.164
0-2
.094
0-2
.032
5-1
.977
4-1
.920
7-1
.867
6-1
.816
4-1
.763
0-1
.7184
-1.6
790
99%
-2.4
624
-2.3
749
-2.2
864
-2.2
098
-2.1
348
-2.0
650
-2.0
037
-1.9
389
-1.8
814
-1.8
259
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-1.3
129
-1.2
892
-1.2
673
-1.2
461
-1.2
243
-1.2
028
-1.1
821
-1.1
625
-1.1
438
-1.1
253
95%
-1.4
981
-1.4
651
-1.4
349
-1.4
070
-1.3
790
-1.3
528
-1.3
276
-1.3
036
-1.2
801
-1.2
574
97.5
%-1
.637
2-1
.599
0-1
.562
0-1
.527
6-1
.494
6-1
.461
8-1
.431
1-1
.404
0-1
.3780
-1.3
525
99%
-1.7
767
-1.7
271
-1.6
841
-1.6
409
-1.6
017
-1.5
649
-1.5
318
-1.5
013
-1.4
724
-1.4
450
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-1.1
068
-1.0
890
-1.0
718
-1.0
559
-1.0
406
-1.0
266
-1.0
142
-1.0
016
-0.9
899
-0.9
790
95%
-1.2
342
-1.2
141
-1.1
936
-1.1
743
-1.1
560
-1.1
384
-1.1
211
-1.1
045
-1.0
904
-1.0
769
97.5
%-1
.328
3-1
.306
1-1
.285
0-1
.263
5-1
.243
7-1
.224
2-1
.205
5-1
.186
2-1
.1687
-1.1
519
99%
-1.4
169
-1.3
911
-1.3
670
-1.3
452
-1.3
245
-1.3
037
-1.2
832
-1.2
613
-1.2
419
-1.2
231
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-0.9
689
-0.9
589
-0.9
488
-0.9
394
-0.9
305
-0.9
214
-0.9
118
-0.9
020
-0.8
926
-0.8
828
95%
-1.0
632
-1.0
504
-1.0
379
-1.0
260
-1.0
148
-1.0
047
-0.9
942
-0.9
845
-0.9
741
-0.9
643
97.5
%-1
.134
4-1
.119
1-1
.103
0-1
.088
1-1
.074
0-1
.060
8-1
.047
9-1
.035
7-1
.0239
-1.0
129
99%
-1.2
037
-1.1
839
-1.1
659
-1.1
497
-1.1
327
-1.1
179
-1.1
041
-1.0
905
-1.0
760
-1.0
649
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-0.8
730
-0.8
632
-0.8
535
-0.8
444
-0.8
355
-0.8
256
-0.8
168
-0.8
072
-0.7
979
-0.7
889
95%
-0.9
546
-0.9
454
-0.9
357
-0.9
266
-0.9
172
-0.9
084
-0.8
992
-0.8
902
-0.8
816
-0.8
732
97.5
%-1
.002
8-0
.992
8-0
.983
6-0
.974
3-0
.965
4-0
.956
7-0
.948
1-0
.941
1-0
.9335
-0.9
258
99%
-1.0
541
-1.0
426
-1.0
328
-1.0
228
-1.0
146
-1.0
065
-0.9
993
-0.9
929
-0.9
871
-0.9
814
Tab
le10
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rB
ohm
anke
rnel
(On
e-st
epd
etre
nd
ing)
.N
od
eter
min
isti
cco
mp
on
ents
.
14
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-2.5
244
-2.4
849
-2.4
430
-2.4
056
-2.3
680
-2.3
343
-2.3
026
-2.2
736
-2.2
513
-2.2
330
95%
-2.8
131
-2.7
573
-2.7
102
-2.6
644
-2.6
232
-2.5
914
-2.5
679
-2.5
517
-2.5
437
-2.5
376
97.5
%-3
.073
3-3
.005
6-2
.950
8-2
.905
3-2
.874
1-2
.856
5-2
.844
0-2
.838
8-2
.8358
-2.8
431
99%
-3.3
565
-3.2
847
-3.2
275
-3.1
924
-3.1
801
-3.1
816
-3.1
825
-3.1
985
-3.2
101
-3.2
289
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.2
177
-2.2
087
-2.2
000
-2.1
930
-2.1
896
-2.1
879
-2.1
866
-2.1
887
-2.1
910
-2.1
939
95%
-2.5
364
-2.5
377
-2.5
394
-2.5
474
-2.5
532
-2.5
607
-2.5
737
-2.5
859
-2.5
991
-2.6
135
97.5
%-2
.850
5-2
.863
4-2
.879
5-2
.898
3-2
.919
4-2
.940
3-2
.963
8-2
.988
2-3
.0176
-3.0
512
99%
-3.2
539
-3.2
842
-3.3
176
-3.3
619
-3.4
040
-3.4
575
-3.5
084
-3.5
655
-3.6
209
-3.6
797
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.1
970
-2.2
033
-2.2
102
-2.2
175
-2.2
255
-2.2
345
-2.2
440
-2.2
562
-2.2
676
-2.2
792
95%
-2.6
289
-2.6
495
-2.6
693
-2.6
884
-2.7
103
-2.7
348
-2.7
604
-2.7
868
-2.8
123
-2.8
439
97.5
%-3
.085
0-3
.121
0-3
.156
0-3
.193
2-3
.237
1-3
.283
2-3
.325
3-3
.380
2-3
.4341
-3.4
942
99%
-3.7
470
-3.8
309
-3.9
154
-3.9
869
-4.0
757
-4.1
700
-4.2
652
-4.3
548
-4.4
572
-4.5
623
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.2
919
-2.3
044
-2.3
188
-2.3
337
-2.3
469
-2.3
609
-2.3
757
-2.3
925
-2.4
081
-2.4
282
95%
-2.8
739
-2.9
074
-2.9
350
-2.9
689
-3.0
005
-3.0
343
-3.0
689
-3.1
064
-3.1
408
-3.1
767
97.5
%-3
.545
3-3
.595
6-3
.652
4-3
.717
0-3
.779
3-3
.847
6-3
.929
1-3
.998
1-4
.0690
-4.1
431
99%
-4.6
643
-4.7
679
-4.8
723
-4.9
776
-5.1
013
-5.2
214
-5.3
525
-5.4
952
-5.6
054
-5.7
268
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.4
438
-2.4
632
-2.4
844
-2.5
037
-2.5
248
-2.5
443
-2.5
652
-2.5
872
-2.6
096
-2.6
311
95%
-3.2
185
-3.2
581
-3.3
054
-3.3
514
-3.4
001
-3.4
476
-3.4
962
-3.5
459
-3.5
900
-3.6
372
97.5
%-4
.209
3-4
.288
8-4
.376
0-4
.454
8-4
.537
0-4
.617
2-4
.701
6-4
.790
2-4
.8671
-4.9
492
99%
-5.8
460
-5.9
719
-6.1
088
-6.2
473
-6.3
928
-6.5
515
-6.6
877
-6.8
237
-6.9
561
-7.1
153
Tab
le11
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rB
ohm
anke
rnel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept.
15
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-3.0
494
-2.9
453
-2.8
550
-2.7
667
-2.6
884
-2.6
177
-2.5
562
-2.5
054
-2.4
624
-2.4
273
95%
-3.3
107
-3.1
883
-3.0
758
-2.9
796
-2.9
018
-2.8
384
-2.7
890
-2.7
517
-2.7
227
-2.7
005
97.5
%-3
.535
5-3
.394
7-3
.270
0-3
.178
3-3
.104
6-3
.058
8-3
.022
0-2
.996
6-2
.9784
-2.9
668
99%
-3.8
079
-3.6
466
-3.5
258
-3.4
391
-3.3
829
-3.3
496
-3.3
286
-3.3
128
-3.3
137
-3.3
216
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.3
984
-2.3
727
-2.3
516
-2.3
320
-2.3
163
-2.3
029
-2.2
921
-2.2
839
-2.2
783
-2.2
725
95%
-2.6
831
-2.6
704
-2.6
589
-2.6
516
-2.6
493
-2.6
477
-2.6
481
-2.6
511
-2.6
562
-2.6
606
97.5
%-2
.958
1-2
.954
1-2
.956
2-2
.962
4-2
.969
3-2
.980
3-2
.995
5-3
.012
2-3
.0350
-3.0
571
99%
-3.3
325
-3.3
467
-3.3
603
-3.3
796
-3.4
013
-3.4
328
-3.4
669
-3.5
066
-3.5
551
-3.5
899
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.2
706
-2.2
678
-2.2
680
-2.2
675
-2.2
689
-2.2
701
-2.2
745
-2.2
808
-2.2
876
-2.2
975
95%
-2.6
716
-2.6
827
-2.6
953
-2.7
118
-2.7
280
-2.7
424
-2.7
639
-2.7
864
-2.8
135
-2.8
399
97.5
%-3
.082
3-3
.108
6-3
.137
2-3
.170
1-3
.208
8-3
.245
4-3
.289
7-3
.333
5-3
.3826
-3.4
395
99%
-3.6
460
-3.7
037
-3.7
549
-3.8
237
-3.9
010
-3.9
795
-4.0
783
-4.1
757
-4.2
755
-4.3
777
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.3
089
-2.3
198
-2.3
316
-2.3
476
-2.3
634
-2.3
795
-2.4
013
-2.4
219
-2.4
422
-2.4
668
95%
-2.8
683
-2.8
981
-2.9
330
-2.9
690
-3.0
066
-3.0
488
-3.0
885
-3.1
393
-3.1
856
-3.2
356
97.5
%-3
.490
1-3
.556
1-3
.619
8-3
.685
1-3
.763
3-3
.834
0-3
.896
3-3
.971
7-4
.0502
-4.1
386
99%
-4.4
856
-4.5
905
-4.7
122
-4.8
392
-4.9
657
-5.1
163
-5.2
368
-5.3
858
-5.5
223
-5.6
370
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.4
900
-2.5
149
-2.5
433
-2.5
750
-2.6
081
-2.6
406
-2.6
762
-2.7
132
-2.7
509
-2.7
922
95%
-3.2
812
-3.3
329
-3.3
836
-3.4
409
-3.4
978
-3.5
618
-3.6
242
-3.6
931
-3.7
644
-3.8
399
97.5
%-4
.220
6-4
.307
0-4
.400
5-4
.495
1-4
.591
3-4
.685
2-4
.786
2-4
.887
4-4
.9894
-5.0
864
99%
-5.7
832
-5.9
241
-6.0
542
-6.1
876
-6.3
449
-6.4
768
-6.6
181
-6.7
586
-6.9
165
-7.0
862
Tab
le12
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rB
ohm
anke
rnel
(One-
step
det
ren
din
g).
Inte
rcep
tan
dli
nea
rtr
end
.
16
Daniell
Kern
el
17
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-5.4
483
-5.1
694
-4.9
278
-4.6
990
-4.4
713
-4.2
319
-4.0
320
-3.8
482
-3.6
662
-3.4
958
95%
-7.5
807
-7.1
369
-6.7
233
-6.3
356
-5.9
635
-5.6
342
-5.3
345
-5.0
539
-4.7
756
-4.5
376
97.5
%-9
.719
8-9
.041
7-8
.500
7-7
.906
3-7
.351
1-6
.933
5-6
.547
8-6
.126
8-5
.8142
-5.4
873
99%
-12.
4836
-11.
5361
-10.
5922
-9.8
572
-9.1
089
-8.5
208
-7.9
407
-7.4
419
-7.0
180
-6.6
122
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-3.3
329
-3.1
775
-3.0
341
-2.9
078
-2.7
921
-2.6
934
-2.6
008
-2.5
128
-2.4
331
-2.3
568
95%
-4.3
193
-4.1
377
-3.9
498
-3.7
803
-3.6
143
-3.4
461
-3.2
860
-3.1
431
-3.0
191
-2.8
945
97.5
%-5
.212
8-4
.956
0-4
.735
8-4
.524
1-4
.307
1-4
.090
1-3
.891
5-3
.699
4-3
.5123
-3.3
395
99%
-6.2
556
-5.9
048
-5.5
836
-5.2
766
-5.0
205
-4.7
796
-4.5
459
-4.3
316
-4.1
177
-3.9
195
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.2
859
-2.2
125
-2.1
424
-2.0
663
-1.9
968
-1.9
177
-1.8
410
-1.7
693
-1.7
005
-1.6
357
95%
-2.7
934
-2.6
936
-2.5
961
-2.5
094
-2.4
280
-2.3
519
-2.2
726
-2.2
047
-2.1
410
-2.0
753
97.5
%-3
.195
1-3
.053
8-2
.943
4-2
.844
1-2
.764
4-2
.688
3-2
.622
4-2
.564
3-2
.5121
-2.4
634
99%
-3.7
272
-3.5
666
-3.4
205
-3.3
102
-3.2
184
-3.1
656
-3.0
962
-3.0
457
-2.9
941
-2.9
571
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-1.5
727
-1.5
138
-1.4
573
-1.4
042
-1.3
544
-1.3
078
-1.2
625
-1.2
236
-1.1
866
-1.1
481
95%
-2.0
185
-1.9
664
-1.9
144
-1.8
664
-1.8
168
-1.7
679
-1.7
192
-1.6
720
-1.6
273
-1.5
855
97.5
%-2
.409
8-2
.356
3-2
.309
6-2
.260
1-2
.214
7-2
.168
6-2
.124
0-2
.077
0-2
.0348
-1.9
920
99%
-2.9
071
-2.8
727
-2.8
335
-2.7
955
-2.7
589
-2.7
248
-2.6
838
-2.6
435
-2.6
015
-2.5
675
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-1.1
109
-1.0
766
-1.0
431
-1.0
133
-0.9
829
-0.9
539
-0.9
260
-0.8
993
-0.8
738
-0.8
489
95%
-1.5
444
-1.5
060
-1.4
661
-1.4
303
-1.3
942
-1.3
598
-1.3
273
-1.2
946
-1.2
633
-1.2
320
97.5
%-1
.951
2-1
.912
2-1
.873
4-1
.837
9-1
.800
0-1
.762
5-1
.727
0-1
.693
8-1
.6602
-1.6
274
99%
-2.5
366
-2.5
004
-2.4
652
-2.4
350
-2.4
015
-2.3
726
-2.3
409
-2.3
129
-2.2
885
-2.2
599
Tab
le13
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rD
anie
llker
nel
(On
e-st
epd
etre
nd
ing)
.N
od
eter
min
isti
cco
mp
on
ents
.
18
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
6580
-10.
0630
-9.5
282
-9.0
062
-8.5
269
-8.1
457
-7.7
768
-7.4
317
-7.1
191
-6.8
509
95%
-13.
1601
-12.
3729
-11.
5664
-10.
8343
-10.
2110
-9.6
739
-9.2
685
-8.8
470
-8.4
808
-8.1
512
97.5
%-1
5.70
46-1
4.50
47-1
3.43
00-1
2.58
68-1
1.80
42-1
1.17
96-1
0.61
59-1
0.14
83-9
.7452
-9.4
096
99%
-18.
9448
-17.
2787
-15.
8302
-14.
7069
-13.
8145
-12.
9525
-12.
3305
-11.
8076
-11.3
313
-10.9
701
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-6.6
033
-6.3
719
-6.1
361
-5.9
195
-5.7
522
-5.6
093
-5.5
027
-5.4
196
-5.3
503
-5.2
701
95%
-7.8
604
-7.5
754
-7.2
957
-7.0
573
-6.8
687
-6.7
470
-6.6
502
-6.5
911
-6.5
715
-6.5
409
97.5
%-9
.079
8-8
.751
8-8
.462
8-8
.238
7-8
.084
1-7
.976
8-7
.921
7-7
.864
7-7
.8224
-7.7
838
99%
-10.
7482
-10.
4599
-10.
1753
-9.9
211
-9.7
080
-9.5
896
-9.5
591
-9.4
927
-9.4
849
-9.4
765
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-5.1
894
-5.1
139
-5.0
217
-4.9
250
-4.8
205
-4.7
246
-4.6
235
-4.5
272
-4.4
337
-4.3
362
95%
-6.4
860
-6.4
377
-6.3
720
-6.3
006
-6.2
124
-6.1
469
-6.0
482
-5.9
607
-5.8
684
-5.7
584
97.5
%-7
.735
6-7
.695
4-7
.648
5-7
.606
8-7
.549
4-7
.476
3-7
.395
3-7
.309
7-7
.2197
-7.1
262
99%
-9.4
849
-9.4
606
-9.4
388
-9.4
205
-9.3
810
-9.3
305
-9.2
675
-9.1
768
-9.0
937
-8.9
865
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-4.2
456
-4.1
505
-4.0
694
-3.9
892
-3.9
088
-3.8
294
-3.7
595
-3.6
883
-3.6
144
-3.5
508
95%
-5.6
541
-5.5
554
-5.4
574
-5.3
602
-5.2
568
-5.1
614
-5.0
633
-4.9
724
-4.8
881
-4.8
073
97.5
%-7
.019
2-6
.905
7-6
.781
1-6
.666
2-6
.548
4-6
.443
7-6
.337
0-6
.234
5-6
.1223
-6.0
148
99%
-8.8
641
-8.7
282
-8.6
076
-8.4
800
-8.3
716
-8.2
368
-8.0
901
-7.9
739
-7.8
484
-7.7
207
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-3.4
907
-3.4
272
-3.3
680
-3.3
098
-3.2
603
-3.2
129
-3.1
645
-3.1
225
-3.0
785
-3.0
389
95%
-4.7
258
-4.6
526
-4.5
786
-4.5
137
-4.4
450
-4.3
768
-4.3
154
-4.2
490
-4.1
889
-4.1
317
97.5
%-5
.915
7-5
.820
9-5
.720
3-5
.629
4-5
.551
4-5
.479
9-5
.403
5-5
.332
6-5
.2648
-5.1
924
99%
-7.5
850
-7.4
637
-7.3
486
-7.2
313
-7.1
228
-7.0
115
-6.8
981
-6.8
078
-6.7
092
-6.6
149
Tab
le14
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rD
anie
llker
nel
(On
e-st
epd
etre
nd
ing).
Inte
rcep
t.
19
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-16.
7893
-15.
3125
-14.
0223
-12.
8512
-11.
8888
-11.
0642
-10.
3758
-9.7
246
-9.2
103
-8.7
240
95%
-19.
7695
-17.
7701
-16.
0937
-14.
7185
-13.
5215
-12.
6048
-11.
8383
-11.
0998
-10.5
331
-9.9
941
97.5
%-2
2.48
85-1
9.98
16-1
7.99
91-1
6.35
76-1
5.04
26-1
4.04
45-1
3.18
17-1
2.42
76-1
1.8
471
-11.2
673
99%
-25.
7781
-22.
8205
-20.
3904
-18.
4218
-17.
0285
-15.
8061
-14.
8939
-14.
0938
-13.6
308
-13.0
875
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-8.2
722
-7.8
956
-7.6
222
-7.4
042
-7.1
807
-6.9
254
-6.6
283
-6.3
057
-5.9
678
-5.6
440
95%
-9.4
851
-9.0
974
-8.8
839
-8.7
684
-8.6
377
-8.4
621
-8.2
418
-7.9
584
-7.6
529
-7.3
010
97.5
%-1
0.70
31-1
0.34
88-1
0.20
74-1
0.14
98-1
0.09
60-9
.968
8-9
.781
8-9
.530
8-9
.2496
-8.9
092
99%
-12.
4736
-12.
0865
-11.
9666
-11.
9751
-12.
0174
-11.
9539
-11.
8192
-11.
5833
-11.2
914
-10.9
195
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-5.3
383
-5.0
487
-4.7
775
-4.5
163
-4.2
841
-4.0
689
-3.8
781
-3.7
006
-3.5
483
-3.4
026
95%
-6.9
640
-6.6
156
-6.2
820
-5.9
738
-5.6
742
-5.4
109
-5.1
701
-4.9
469
-4.7
551
-4.5
807
97.5
%-8
.519
8-8
.138
0-7
.761
2-7
.401
9-7
.043
6-6
.738
1-6
.450
9-6
.203
8-5
.9657
-5.7
468
99%
-10.
4800
-10.
0525
-9.6
108
-9.1
925
-8.7
934
-8.4
157
-8.0
754
-7.7
555
-7.4
283
-7.1
702
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-3.2
765
-3.1
681
-3.0
753
-2.9
900
-2.9
185
-2.8
478
-2.7
912
-2.7
332
-2.6
837
-2.6
380
95%
-4.4
300
-4.2
967
-4.1
783
-4.0
684
-3.9
750
-3.8
882
-3.8
150
-3.7
475
-3.6
914
-3.6
400
97.5
%-5
.566
6-5
.401
0-5
.263
7-5
.126
3-5
.001
6-4
.894
9-4
.797
3-4
.713
4-4
.6368
-4.5
780
99%
-6.9
505
-6.7
690
-6.6
065
-6.4
469
-6.2
960
-6.1
744
-6.0
674
-5.9
644
-5.8
825
-5.8
137
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-2.5
995
-2.5
618
-2.5
294
-2.5
025
-2.4
793
-2.4
554
-2.4
319
-2.4
120
-2.3
957
-2.3
792
95%
-3.5
928
-3.5
507
-3.5
094
-3.4
744
-3.4
482
-3.4
216
-3.4
002
-3.3
793
-3.3
521
-3.3
307
97.5
%-4
.522
2-4
.471
9-4
.434
8-4
.397
4-4
.356
3-4
.321
3-4
.295
0-4
.268
5-4
.2472
-4.2
304
99%
-5.7
428
-5.6
794
-5.6
330
-5.5
829
-5.5
444
-5.4
973
-5.4
648
-5.4
332
-5.3
938
-5.3
653
Tab
le15
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rD
anie
llker
nel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
20
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-1.5
796
-1.5
423
-1.5
002
-1.4
656
-1.4
260
-1.3
907
-1.3
565
-1.3
252
-1.2
952
-1.2
615
95%
-1.8
862
-1.8
293
-1.7
723
-1.7
271
-1.6
731
-1.6
230
-1.5
803
-1.5
356
-1.4
920
-1.4
507
97.5
%-2
.152
5-2
.074
1-2
.009
6-1
.941
4-1
.873
7-1
.819
3-1
.762
7-1
.707
8-1
.6535
-1.6
064
99%
-2.4
525
-2.3
657
-2.2
671
-2.1
800
-2.0
981
-2.0
236
-1.9
514
-1.8
848
-1.8
248
-1.7
745
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-1.2
310
-1.2
006
-1.1
735
-1.1
459
-1.1
219
-1.1
009
-1.0
799
-1.0
624
-1.0
454
-1.0
297
95%
-1.4
138
-1.3
818
-1.3
515
-1.3
207
-1.2
915
-1.2
621
-1.2
313
-1.2
027
-1.1
748
-1.1
487
97.5
%-1
.562
2-1
.524
8-1
.487
7-1
.452
1-1
.418
3-1
.382
4-1
.347
8-1
.311
0-1
.2747
-1.2
387
99%
-1.7
257
-1.6
743
-1.6
234
-1.5
772
-1.5
332
-1.4
942
-1.4
539
-1.4
139
-1.3
727
-1.3
306
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-1.0
132
-0.9
959
-0.9
800
-0.9
627
-0.9
447
-0.9
267
-0.9
091
-0.8
906
-0.8
734
-0.8
554
95%
-1.1
256
-1.1
042
-1.0
839
-1.0
643
-1.0
434
-1.0
256
-1.0
064
-0.9
893
-0.9
721
-0.9
552
97.5
%-1
.205
9-1
.175
6-1
.148
6-1
.125
0-1
.104
2-1
.083
8-1
.066
0-1
.049
1-1
.0331
-1.0
193
99%
-1.2
921
-1.2
545
-1.2
180
-1.1
880
-1.1
623
-1.1
390
-1.1
206
-1.1
055
-1.0
932
-1.0
816
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-0.8
380
-0.8
218
-0.8
058
-0.7
906
-0.7
749
-0.7
602
-0.7
461
-0.7
324
-0.7
190
-0.7
061
95%
-0.9
397
-0.9
243
-0.9
086
-0.8
938
-0.8
799
-0.8
667
-0.8
533
-0.8
405
-0.8
283
-0.8
157
97.5
%-1
.005
8-0
.993
0-0
.979
5-0
.967
0-0
.954
0-0
.942
0-0
.929
4-0
.916
8-0
.9045
-0.8
918
99%
-1.0
701
-1.0
578
-1.0
460
-1.0
354
-1.0
242
-1.0
134
-1.0
028
-0.9
919
-0.9
816
-0.9
704
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-0.6
941
-0.6
821
-0.6
709
-0.6
598
-0.6
490
-0.6
388
-0.6
286
-0.6
188
-0.6
094
-0.5
999
95%
-0.8
033
-0.7
921
-0.7
804
-0.7
687
-0.7
571
-0.7
461
-0.7
354
-0.7
249
-0.7
148
-0.7
051
97.5
%-0
.879
6-0
.867
3-0
.855
6-0
.844
0-0
.832
1-0
.821
0-0
.810
7-0
.799
9-0
.7891
-0.7
795
99%
-0.9
599
-0.9
502
-0.9
397
-0.9
296
-0.9
197
-0.9
107
-0.9
010
-0.8
923
-0.8
835
-0.8
743
Tab
le16
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rD
anie
llke
rnel
(One-
step
det
ren
din
g).
No
det
erm
inis
tic
com
pon
ents
.
21
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-2.5
209
-2.4
743
-2.4
287
-2.3
842
-2.3
440
-2.3
126
-2.2
895
-2.2
649
-2.2
488
-2.2
387
95%
-2.8
066
-2.7
512
-2.6
960
-2.6
540
-2.6
237
-2.5
960
-2.5
834
-2.5
806
-2.5
808
-2.5
937
97.5
%-3
.066
2-3
.000
1-2
.942
6-2
.903
5-2
.887
3-2
.877
4-2
.880
2-2
.896
7-2
.9262
-2.9
677
99%
-3.3
537
-3.2
746
-3.2
343
-3.2
197
-3.2
244
-3.2
480
-3.2
795
-3.3
357
-3.4
122
-3.5
040
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-2.2
333
-2.2
285
-2.2
286
-2.2
321
-2.2
456
-2.2
584
-2.2
776
-2.2
995
-2.3
234
-2.3
467
95%
-2.6
077
-2.6
274
-2.6
483
-2.6
833
-2.7
167
-2.7
608
-2.8
105
-2.8
666
-2.9
205
-2.9
772
97.5
%-3
.015
1-3
.059
9-3
.116
0-3
.175
0-3
.241
4-3
.337
1-3
.444
7-3
.545
6-3
.6517
-3.7
833
99%
-3.6
114
-3.7
271
-3.8
832
-4.0
157
-4.1
681
-4.3
595
-4.5
572
-4.8
242
-5.0
598
-5.3
226
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-2.3
724
-2.3
980
-2.4
291
-2.4
651
-2.4
945
-2.5
285
-2.5
614
-2.5
969
-2.6
349
-2.6
715
95%
-3.0
317
-3.0
915
-3.1
713
-3.2
479
-3.3
292
-3.4
122
-3.4
987
-3.5
943
-3.6
876
-3.7
873
97.5
%-3
.924
6-4
.071
0-4
.222
3-4
.378
7-4
.523
2-4
.687
4-4
.837
8-5
.004
2-5
.1686
-5.3
365
99%
-5.6
284
-5.9
119
-6.2
186
-6.5
183
-6.8
266
-7.0
966
-7.3
733
-7.6
705
-7.9
776
-8.2
852
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-2.7
126
-2.7
568
-2.8
039
-2.8
507
-2.8
970
-2.9
430
-3.0
000
-3.0
500
-3.1
062
-3.1
681
95%
-3.8
812
-3.9
843
-4.0
954
-4.1
975
-4.3
103
-4.4
261
-4.5
464
-4.6
657
-4.7
878
-4.9
043
97.5
%-5
.498
9-5
.687
0-5
.885
8-6
.075
5-6
.255
0-6
.453
1-6
.639
2-6
.830
4-7
.0367
-7.2
346
99%
-8.5
845
-8.9
068
-9.2
180
-9.4
983
-9.8
329
-10.
1580
-10.
5418
-10.
8821
-11.2
109
-11.5
377
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-3.2
264
-3.2
881
-3.3
530
-3.4
170
-3.4
871
-3.5
590
-3.6
263
-3.6
981
-3.7
718
-3.8
456
95%
-5.0
150
-5.1
463
-5.2
676
-5.3
937
-5.5
243
-5.6
503
-5.7
867
-5.9
073
-6.0
540
-6.1
873
97.5
%-7
.442
9-7
.634
0-7
.841
4-8
.040
4-8
.259
7-8
.483
4-8
.685
4-8
.903
3-9
.1193
-9.3
216
99%
-11.
8111
-12.
0885
-12.
5223
-12.
8341
-13.
1929
-13.
5156
-13.
8922
-14.
2521
-14.5
772
-14.8
766
Tab
le17
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rD
anie
llke
rnel
(One-
step
det
ren
din
g).
Inte
rcep
t.
22
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-3.0
336
-2.9
161
-2.8
094
-2.7
148
-2.6
357
-2.5
675
-2.5
100
-2.4
575
-2.4
179
-2.3
845
95%
-3.2
960
-3.1
545
-3.0
377
-2.9
400
-2.8
629
-2.8
100
-2.7
649
-2.7
318
-2.7
193
-2.7
083
97.5
%-3
.523
7-3
.363
7-3
.243
8-3
.149
2-3
.080
0-3
.040
7-3
.021
1-3
.000
5-3
.0123
-3.0
256
99%
-3.7
817
-3.6
190
-3.5
064
-3.4
245
-3.3
766
-3.3
561
-3.3
707
-3.3
940
-3.4
256
-3.4
892
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-2.3
573
-2.3
422
-2.3
403
-2.3
484
-2.3
572
-2.3
678
-2.3
784
-2.3
909
-2.4
064
-2.4
266
95%
-2.6
968
-2.7
026
-2.7
251
-2.7
596
-2.7
938
-2.8
352
-2.8
737
-2.9
110
-2.9
615
-3.0
240
97.5
%-3
.045
5-3
.079
3-3
.128
1-3
.190
3-3
.276
0-3
.351
0-3
.451
1-3
.549
1-3
.6649
-3.7
925
99%
-3.5
436
-3.6
153
-3.7
293
-3.8
958
-4.0
792
-4.2
838
-4.4
911
-4.7
487
-5.0
179
-5.3
025
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-2.4
491
-2.4
795
-2.5
124
-2.5
526
-2.6
046
-2.6
631
-2.7
334
-2.8
128
-2.8
996
-2.9
934
95%
-3.0
898
-3.1
621
-3.2
457
-3.3
524
-3.4
612
-3.6
024
-3.7
444
-3.9
003
-4.0
637
-4.2
447
97.5
%-3
.935
1-4
.091
8-4
.252
1-4
.428
9-4
.626
8-4
.827
3-5
.069
3-5
.304
7-5
.5658
-5.8
266
99%
-5.5
892
-5.8
586
-6.1
436
-6.4
349
-6.7
602
-7.0
997
-7.4
670
-7.8
610
-8.2
615
-8.7
004
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-3.0
989
-3.2
120
-3.3
286
-3.4
599
-3.5
949
-3.7
383
-3.8
884
-4.0
536
-4.2
183
-4.3
923
95%
-4.4
284
-4.6
141
-4.8
168
-5.0
308
-5.2
500
-5.4
761
-5.7
106
-5.9
667
-6.2
276
-6.5
030
97.5
%-6
.091
6-6
.371
4-6
.681
1-7
.015
1-7
.326
8-7
.665
2-8
.017
1-8
.385
5-8
.7772
-9.1
555
99%
-9.1
832
-9.5
832
-10.
0940
-10.
5547
-11.
0284
-11.
5831
-12.
1035
-12.
5872
-13.1
757
-13.7
808
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-4.5
724
-4.7
601
-4.9
493
-5.1
445
-5.3
449
-5.5
522
-5.7
671
-5.9
871
-6.2
142
-6.4
489
95%
-6.7
776
-7.0
626
-7.3
735
-7.6
878
-7.9
971
-8.3
272
-8.6
582
-9.0
056
-9.3
478
-9.7
038
97.5
%-9
.555
1-9
.986
8-1
0.40
72-1
0.82
55-1
1.30
23-1
1.75
38-1
2.20
19-1
2.70
95-1
3.2
263
-13.7
223
99%
-14.
3764
-14.
9803
-15.
5980
-16.
2409
-16.
9002
-17.
5950
-18.
2947
-19.
0322
-19.7
759
-20.5
791
Tab
le18
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rD
anie
llke
rnel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
23
Parzen
Kern
el
24
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-5.5
250
-5.3
060
-5.1
268
-4.9
418
-4.7
711
-4.6
145
-4.4
582
-4.3
160
-4.1
653
-4.0
301
95%
-7.6
782
-7.3
164
-6.9
832
-6.6
577
-6.3
821
-6.1
086
-5.8
591
-5.6
121
-5.3
957
-5.1
768
97.5
%-9
.825
9-9
.262
6-8
.773
3-8
.330
5-7
.907
1-7
.489
6-7
.111
4-6
.748
8-6
.4160
-6.1
215
99%
-12.
6467
-11.
8238
-11.
0375
-10.
2975
-9.6
393
-9.0
942
-8.5
703
-8.0
833
-7.6
284
-7.2
393
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-3.9
028
-3.7
736
-3.6
529
-3.5
349
-3.4
266
-3.3
193
-3.2
113
-3.1
112
-3.0
211
-2.9
280
95%
-4.9
685
-4.7
717
-4.5
882
-4.4
198
-4.2
602
-4.1
124
-3.9
807
-3.8
479
-3.7
228
-3.6
022
97.5
%-5
.860
8-5
.602
6-5
.363
8-5
.151
2-4
.946
5-4
.764
5-4
.592
6-4
.432
2-4
.2792
-4.1
349
99%
-6.8
632
-6.5
286
-6.2
189
-5.9
592
-5.6
877
-5.4
469
-5.2
160
-5.0
139
-4.8
278
-4.6
641
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.8
430
-2.7
626
-2.6
849
-2.6
125
-2.5
429
-2.4
800
-2.4
213
-2.3
646
-2.3
123
-2.2
651
95%
-3.4
926
-3.3
841
-3.2
867
-3.1
867
-3.0
935
-3.0
066
-2.9
259
-2.8
485
-2.7
757
-2.7
110
97.5
%-4
.005
4-3
.881
9-3
.763
9-3
.649
7-3
.544
2-3
.445
3-3
.344
2-3
.253
0-3
.1687
-3.0
884
99%
-4.5
170
-4.3
745
-4.2
516
-4.1
201
-4.0
112
-3.9
012
-3.8
013
-3.6
954
-3.6
023
-3.5
246
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.2
201
-2.1
771
-2.1
357
-2.0
955
-2.0
560
-2.0
178
-1.9
790
-1.9
412
-1.9
036
-1.8
661
95%
-2.6
471
-2.5
875
-2.5
342
-2.4
853
-2.4
361
-2.3
892
-2.3
460
-2.3
040
-2.2
633
-2.2
228
97.5
%-3
.008
0-2
.936
6-2
.869
7-2
.801
3-2
.740
2-2
.682
1-2
.630
1-2
.583
8-2
.5388
-2.4
960
99%
-3.4
333
-3.3
589
-3.2
897
-3.2
206
-3.1
582
-3.1
032
-3.0
458
-2.9
915
-2.9
398
-2.9
035
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-1.8
300
-1.7
951
-1.7
613
-1.7
276
-1.6
933
-1.6
603
-1.6
274
-1.5
968
-1.5
645
-1.5
329
95%
-2.1
831
-2.1
473
-2.1
110
-2.0
715
-2.0
391
-2.0
049
-1.9
723
-1.9
395
-1.9
065
-1.8
755
97.5
%-2
.458
1-2
.421
9-2
.381
6-2
.347
0-2
.317
0-2
.285
3-2
.264
3-2
.236
0-2
.2084
-2.1
827
99%
-2.8
695
-2.8
343
-2.8
014
-2.7
712
-2.7
385
-2.7
176
-2.7
045
-2.6
883
-2.6
628
-2.6
406
Tab
le19
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rP
arze
nke
rnel
(On
e-st
epd
etre
nd
ing)
.N
od
eter
min
isti
cco
mp
on
ents
.
25
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
7964
-10.
3348
-9.8
835
-9.4
830
-9.1
101
-8.7
571
-8.4
241
-8.1
178
-7.8
280
-7.5
685
95%
-13.
3421
-12.
6423
-11.
9914
-11.
4224
-10.
8726
-10.
3619
-9.9
125
-9.4
734
-9.0
962
-8.7
657
97.5
%-1
5.87
28-1
4.89
20-1
4.00
33-1
3.17
12-1
2.45
13-1
1.81
76-1
1.22
92-1
0.74
99-1
0.3
179
-9.9
322
99%
-19.
0982
-17.
7149
-16.
4533
-15.
3187
-14.
3014
-13.
4426
-12.
7887
-12.
2498
-11.7
844
-11.4
140
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-7.3
132
-7.0
781
-6.8
638
-6.6
668
-6.4
791
-6.3
064
-6.1
562
-6.0
122
-5.8
902
-5.7
757
95%
-8.4
751
-8.2
040
-7.9
661
-7.7
381
-7.5
516
-7.3
952
-7.2
466
-7.1
048
-6.9
865
-6.8
679
97.5
%-9
.583
0-9
.314
2-9
.074
2-8
.855
8-8
.672
9-8
.512
3-8
.370
4-8
.239
9-8
.1134
-8.0
173
99%
-11.
1083
-10.
8532
-10.
6046
-10.
4356
-10.
2366
-10.
1044
-9.9
465
-9.8
329
-9.7
488
-9.6
310
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-5.6
724
-5.5
743
-5.4
860
-5.4
019
-5.3
219
-5.2
485
-5.1
796
-5.1
175
-5.0
540
-4.9
909
95%
-6.7
594
-6.6
706
-6.5
856
-6.5
114
-6.4
365
-6.3
765
-6.3
131
-6.2
510
-6.1
903
-6.1
334
97.5
%-7
.923
3-7
.836
8-7
.755
2-7
.691
5-7
.623
5-7
.568
6-7
.511
9-7
.453
3-7
.3944
-7.3
413
99%
-9.5
150
-9.4
139
-9.3
471
-9.2
729
-9.2
031
-9.1
393
-9.0
952
-9.0
391
-8.9
973
-8.9
433
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-4.9
335
-4.8
784
-4.8
273
-4.7
751
-4.7
198
-4.6
728
-4.6
229
-4.5
732
-4.5
216
-4.4
744
95%
-6.0
843
-6.0
389
-5.9
928
-5.9
492
-5.9
066
-5.8
680
-5.8
224
-5.7
778
-5.7
326
-5.6
938
97.5
%-7
.277
4-7
.228
0-7
.185
8-7
.144
2-7
.087
4-7
.042
1-6
.998
7-6
.958
4-6
.9035
-6.8
614
99%
-8.8
936
-8.8
489
-8.8
093
-8.7
723
-8.7
351
-8.6
946
-8.6
529
-8.6
126
-8.5
752
-8.5
320
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-4.4
265
-4.3
796
-4.3
342
-4.2
922
-4.2
510
-4.2
023
-4.1
602
-4.1
179
-4.0
770
-4.0
357
95%
-5.6
534
-5.6
080
-5.5
607
-5.5
152
-5.4
762
-5.4
305
-5.3
910
-5.3
469
-5.2
987
-5.2
537
97.5
%-6
.822
2-6
.777
9-6
.733
9-6
.695
7-6
.647
1-6
.614
9-6
.576
2-6
.538
1-6
.4925
-6.4
478
99%
-8.5
026
-8.4
604
-8.4
210
-8.3
657
-8.3
141
-8.2
702
-8.2
293
-8.1
802
-8.1
370
-8.0
842
Tab
le20
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rP
arze
nke
rnel
(On
e-st
epd
etre
nd
ing).
Inte
rcep
t.
26
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-17.
1489
-15.
9203
-14.
8452
-13.
8743
-12.
9683
-12.
1798
-11.
4508
-10.
8181
-10.2
629
-9.7
702
95%
-20.
1036
-18.
4746
-16.
9869
-15.
7063
-14.
5926
-13.
6070
-12.
7789
-12.
0615
-11.4
378
-10.9
159
97.5
%-2
2.88
86-2
0.75
42-1
8.90
23-1
7.33
34-1
6.01
57-1
4.91
17-1
3.97
24-1
3.22
24-1
2.5
977
-12.0
772
99%
-26.
3514
-23.
4719
-21.
2179
-19.
2901
-17.
7291
-16.
4158
-15.
4616
-14.
7247
-14.1
395
-13.6
678
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-9.3
345
-8.9
366
-8.5
920
-8.2
844
-7.9
989
-7.7
607
-7.5
388
-7.3
263
-7.1
321
-6.9
524
95%
-10.
4674
-10.
0875
-9.7
550
-9.4
600
-9.1
860
-8.9
482
-8.7
365
-8.5
392
-8.3
654
-8.2
004
97.5
%-1
1.65
83-1
1.27
69-1
0.95
15-1
0.67
27-1
0.43
20-1
0.22
57-1
0.02
29-9
.849
4-9
.6755
-9.5
296
99%
-13.
2420
-12.
9004
-12.
6005
-12.
3096
-12.
0692
-11.
8454
-11.
6568
-11.
4506
-11.3
144
-11.1
623
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-6.7
803
-6.6
218
-6.4
695
-6.3
196
-6.1
762
-6.0
330
-5.8
944
-5.7
520
-5.6
195
-5.4
857
95%
-8.0
368
-7.8
895
-7.7
411
-7.5
995
-7.4
697
-7.3
390
-7.2
095
-7.0
779
-6.9
447
-6.8
166
97.5
%-9
.367
6-9
.221
0-9
.074
3-8
.944
3-8
.807
0-8
.683
8-8
.545
6-8
.413
3-8
.2836
-8.1
538
99%
-11.
0370
-10.
9022
-10.
7366
-10.
6151
-10.
4819
-10.
3637
-10.
2344
-10.
0986
-9.9
738
-9.8
325
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-5.3
602
-5.2
310
-5.1
061
-4.9
924
-4.8
824
-4.7
692
-4.6
569
-4.5
517
-4.4
501
-4.3
526
95%
-6.6
909
-6.5
603
-6.4
412
-6.3
175
-6.2
001
-6.0
840
-5.9
649
-5.8
529
-5.7
444
-5.6
314
97.5
%-8
.017
0-7
.888
0-7
.757
3-7
.626
0-7
.500
6-7
.373
6-7
.243
6-7
.125
2-6
.9956
-6.8
860
99%
-9.7
147
-9.5
769
-9.4
511
-9.3
185
-9.1
818
-9.0
363
-8.8
991
-8.7
564
-8.6
117
-8.4
799
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-4.2
570
-4.1
639
-4.0
815
-3.9
997
-3.9
206
-3.8
447
-3.7
740
-3.7
035
-3.6
313
-3.5
665
95%
-5.5
270
-5.4
301
-5.3
310
-5.2
339
-5.1
403
-5.0
493
-4.9
590
-4.8
681
-4.7
910
-4.7
150
97.5
%-6
.760
3-6
.642
9-6
.539
3-6
.431
5-6
.333
4-6
.232
4-6
.134
9-6
.027
0-5
.9422
-5.8
487
99%
-8.3
476
-8.2
141
-8.0
782
-7.9
433
-7.8
132
-7.7
064
-7.5
836
-7.4
739
-7.3
592
-7.2
576
Tab
le21
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rP
arze
nke
rnel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
27
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-1.5
907
-1.5
611
-1.5
351
-1.5
065
-1.4
790
-1.4
514
-1.4
277
-1.4
023
-1.3
783
-1.3
549
95%
-1.8
982
-1.8
552
-1.8
078
-1.7
671
-1.7
276
-1.6
920
-1.6
563
-1.6
234
-1.5
889
-1.5
563
97.5
%-2
.167
3-2
.100
8-2
.046
1-1
.994
0-1
.940
6-1
.890
5-1
.841
6-1
.794
8-1
.7487
-1.7
085
99%
-2.4
739
-2.3
909
-2.3
063
-2.2
320
-2.1
610
-2.0
952
-2.0
338
-1.9
770
-1.9
176
-1.8
653
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-1.3
326
-1.3
110
-1.2
895
-1.2
695
-1.2
486
-1.2
285
-1.2
097
-1.1
904
-1.1
717
-1.1
540
95%
-1.5
259
-1.4
959
-1.4
651
-1.4
373
-1.4
106
-1.3
846
-1.3
607
-1.3
360
-1.3
132
-1.2
920
97.5
%-1
.670
1-1
.632
2-1
.597
7-1
.563
5-1
.530
7-1
.500
4-1
.470
2-1
.441
3-1
.4148
-1.3
903
99%
-1.8
184
-1.7
700
-1.7
249
-1.6
853
-1.6
461
-1.6
078
-1.5
731
-1.5
426
-1.5
131
-1.4
851
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-1.1
370
-1.1
198
-1.1
028
-1.0
867
-1.0
709
-1.0
563
-1.0
426
-1.0
295
-1.0
172
-1.0
055
95%
-1.2
707
-1.2
494
-1.2
292
-1.2
109
-1.1
919
-1.1
737
-1.1
569
-1.1
405
-1.1
243
-1.1
095
97.5
%-1
.367
4-1
.344
2-1
.321
7-1
.301
2-1
.281
2-1
.262
7-1
.243
7-1
.225
6-1
.2081
-1.1
910
99%
-1.4
588
-1.4
337
-1.4
090
-1.3
852
-1.3
629
-1.3
420
-1.3
239
-1.3
045
-1.2
856
-1.2
666
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-0.9
947
-0.9
838
-0.9
744
-0.9
651
-0.9
554
-0.9
467
-0.9
382
-0.9
295
-0.9
214
-0.9
126
95%
-1.0
951
-1.0
819
-1.0
690
-1.0
569
-1.0
454
-1.0
345
-1.0
234
-1.0
134
-1.0
038
-0.9
945
97.5
%-1
.174
2-1
.157
9-1
.142
4-1
.126
9-1
.113
0-1
.098
8-1
.085
3-1
.072
4-1
.0600
-1.0
479
99%
-1.2
472
-1.2
301
-1.2
122
-1.1
947
-1.1
774
-1.1
603
-1.1
457
-1.1
306
-1.1
160
-1.1
041
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-0.9
037
-0.8
948
-0.8
859
-0.8
771
-0.8
685
-0.8
596
-0.8
511
-0.8
425
-0.8
341
-0.8
255
95%
-0.9
851
-0.9
760
-0.9
670
-0.9
583
-0.9
495
-0.9
409
-0.9
322
-0.9
243
-0.9
155
-0.9
077
97.5
%-1
.036
6-1
.026
6-1
.015
9-1
.006
3-0
.997
4-0
.988
4-0
.980
1-0
.971
5-0
.9633
-0.9
555
99%
-1.0
913
-1.0
792
-1.0
674
-1.0
576
-1.0
477
-1.0
371
-1.0
284
-1.0
202
-1.0
119
-1.0
046
Tab
le22
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rP
arze
nke
rnel
(On
e-st
epd
etre
nd
ing)
.N
od
eter
min
isti
cco
mp
on
ents
.
28
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-2.5
280
-2.4
897
-2.4
511
-2.4
177
-2.3
803
-2.3
483
-2.3
191
-2.2
908
-2.2
655
-2.2
461
95%
-2.8
178
-2.7
655
-2.7
197
-2.6
776
-2.6
360
-2.6
037
-2.5
788
-2.5
598
-2.5
475
-2.5
423
97.5
%-3
.077
5-3
.014
9-2
.962
7-2
.917
9-2
.885
1-2
.863
7-2
.850
3-2
.840
2-2
.8375
-2.8
361
99%
-3.3
616
-3.2
952
-3.2
382
-3.2
012
-3.1
822
-3.1
785
-3.1
826
-3.1
868
-3.2
016
-3.2
116
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.2
300
-2.2
164
-2.2
081
-2.1
999
-2.1
932
-2.1
901
-2.1
883
-2.1
876
-2.1
868
-2.1
889
95%
-2.5
370
-2.5
360
-2.5
359
-2.5
386
-2.5
451
-2.5
504
-2.5
577
-2.5
662
-2.5
794
-2.5
912
97.5
%-2
.842
8-2
.851
2-2
.862
1-2
.877
7-2
.895
0-2
.914
5-2
.931
6-2
.953
0-2
.9743
-2.9
974
99%
-3.2
314
-3.2
557
-3.2
823
-3.3
115
-3.3
506
-3.3
898
-3.4
374
-3.4
848
-3.5
356
-3.5
852
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.1
911
-2.1
935
-2.1
967
-2.2
029
-2.2
093
-2.2
160
-2.2
228
-2.2
308
-2.2
406
-2.2
512
95%
-2.6
050
-2.6
190
-2.6
314
-2.6
500
-2.6
688
-2.6
857
-2.7
071
-2.7
281
-2.7
491
-2.7
736
97.5
%-3
.027
6-3
.058
7-3
.089
5-3
.125
2-3
.155
6-3
.187
2-3
.227
0-3
.267
4-3
.3129
-3.3
566
99%
-3.6
350
-3.6
893
-3.7
522
-3.8
277
-3.9
031
-3.9
789
-4.0
564
-4.1
395
-4.2
273
-4.3
141
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.2
617
-2.2
715
-2.2
834
-2.2
948
-2.3
057
-2.3
201
-2.3
328
-2.3
459
-2.3
587
-2.3
724
95%
-2.7
965
-2.8
248
-2.8
530
-2.8
791
-2.9
102
-2.9
383
-2.9
657
-2.9
940
-3.0
269
-3.0
590
97.5
%-3
.403
0-3
.457
5-3
.502
9-3
.553
9-3
.601
7-3
.657
7-3
.717
6-3
.779
0-3
.8385
-3.9
065
99%
-4.4
033
-4.4
955
-4.5
927
-4.6
996
-4.7
938
-4.8
974
-4.9
932
-5.1
098
-5.2
137
-5.3
263
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.3
864
-2.4
012
-2.4
188
-2.4
359
-2.4
506
-2.4
685
-2.4
887
-2.5
072
-2.5
256
-2.5
422
95%
-3.0
889
-3.1
240
-3.1
596
-3.1
937
-3.2
333
-3.2
728
-3.3
109
-3.3
545
-3.4
036
-3.4
485
97.5
%-3
.975
2-4
.043
1-4
.108
6-4
.176
3-4
.234
7-4
.314
6-4
.392
4-4
.469
8-4
.5402
-4.6
159
99%
-5.4
436
-5.5
602
-5.6
589
-5.7
807
-5.8
892
-6.0
047
-6.1
332
-6.2
514
-6.3
887
-6.5
275
Tab
le23
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rP
arze
nke
rnel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept.
29
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-3.0
572
-2.9
603
-2.8
737
-2.7
920
-2.7
168
-2.6
479
-2.5
864
-2.5
344
-2.4
908
-2.4
525
95%
-3.3
190
-3.2
051
-3.0
983
-3.0
079
-2.9
303
-2.8
643
-2.8
124
-2.7
738
-2.7
430
-2.7
169
97.5
%-3
.545
5-3
.415
2-3
.294
1-3
.204
0-3
.128
7-3
.075
2-3
.039
9-3
.010
5-2
.9922
-2.9
745
99%
-3.8
204
-3.6
695
-3.5
465
-3.4
581
-3.4
004
-3.3
631
-3.3
394
-3.3
207
-3.3
121
-3.3
161
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.4
216
-2.3
958
-2.3
720
-2.3
525
-2.3
343
-2.3
189
-2.3
065
-2.2
958
-2.2
864
-2.2
800
95%
-2.6
980
-2.6
821
-2.6
697
-2.6
591
-2.6
525
-2.6
490
-2.6
471
-2.6
470
-2.6
474
-2.6
524
97.5
%-2
.964
1-2
.955
9-2
.953
2-2
.956
2-2
.959
2-2
.967
5-2
.973
5-2
.989
0-3
.0041
-3.0
213
99%
-3.3
221
-3.3
322
-3.3
437
-3.3
557
-3.3
747
-3.3
962
-3.4
211
-3.4
528
-3.4
843
-3.5
189
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.2
737
-2.2
708
-2.2
682
-2.2
659
-2.2
662
-2.2
659
-2.2
663
-2.2
680
-2.2
710
-2.2
754
95%
-2.6
564
-2.6
608
-2.6
711
-2.6
825
-2.6
941
-2.7
077
-2.7
247
-2.7
363
-2.7
516
-2.7
750
97.5
%-3
.041
2-3
.063
0-3
.082
0-3
.108
5-3
.136
2-3
.166
4-3
.199
2-3
.236
8-3
.2784
-3.3
167
99%
-3.5
613
-3.6
004
-3.6
510
-3.7
009
-3.7
604
-3.8
186
-3.8
874
-3.9
587
-4.0
378
-4.1
212
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.2
824
-2.2
905
-2.2
990
-2.3
097
-2.3
226
-2.3
334
-2.3
467
-2.3
629
-2.3
783
-2.3
967
95%
-2.7
979
-2.8
233
-2.8
516
-2.8
763
-2.9
042
-2.9
374
-2.9
709
-3.0
047
-3.0
436
-3.0
821
97.5
%-3
.357
0-3
.409
1-3
.460
7-3
.512
5-3
.568
6-3
.626
9-3
.698
9-3
.761
7-3
.8293
-3.8
888
99%
-4.2
185
-4.3
147
-4.4
059
-4.4
945
-4.5
874
-4.6
983
-4.8
117
-4.9
387
-5.0
670
-5.1
927
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.4
172
-2.4
365
-2.4
582
-2.4
788
-2.5
034
-2.5
259
-2.5
520
-2.5
821
-2.6
130
-2.6
437
95%
-3.1
267
-3.1
698
-3.2
149
-3.2
617
-3.3
064
-3.3
526
-3.4
062
-3.4
602
-3.5
135
-3.5
686
97.5
%-3
.958
0-4
.038
2-4
.115
8-4
.189
1-4
.271
2-4
.354
9-4
.436
8-4
.530
5-4
.6170
-4.7
135
99%
-5.3
204
-5.4
455
-5.5
731
-5.7
000
-5.8
491
-5.9
836
-6.1
079
-6.2
458
-6.3
886
-6.5
362
Tab
le24
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rP
arze
nke
rnel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept
and
lin
ear
tren
d.
30
Quadra
ticSpectra
lKern
el
31
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-5.3
723
-5.0
563
-4.7
626
-4.4
986
-4.2
323
-3.9
969
-3.7
735
-3.5
662
-3.3
807
-3.1
984
95%
-7.4
539
-6.8
846
-6.4
088
-5.9
513
-5.5
415
-5.1
604
-4.8
252
-4.5
158
-4.2
517
-4.0
264
97.5
%-9
.483
0-8
.658
2-7
.921
5-7
.269
3-6
.682
0-6
.193
5-5
.751
9-5
.365
2-5
.0227
-4.7
060
99%
-12.
1393
-10.
8511
-9.7
702
-8.8
613
-8.0
116
-7.3
518
-6.7
566
-6.2
819
-5.8
232
-5.4
325
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-3.0
224
-2.8
666
-2.7
286
-2.6
014
-2.4
885
-2.3
990
-2.3
126
-2.2
323
-2.1
632
-2.0
882
95%
-3.8
005
-3.6
033
-3.4
198
-3.2
538
-3.0
933
-2.9
522
-2.8
222
-2.7
081
-2.6
104
-2.5
163
97.5
%-4
.433
5-4
.200
8-3
.997
7-3
.804
5-3
.604
4-3
.423
8-3
.263
5-3
.110
9-2
.9749
-2.8
507
99%
-5.1
329
-4.8
512
-4.5
897
-4.3
628
-4.1
514
-3.9
499
-3.7
755
-3.6
018
-3.4
475
-3.3
135
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.0
175
-1.9
453
-1.8
752
-1.8
075
-1.7
380
-1.6
684
-1.6
021
-1.5
375
-1.4
801
-1.4
222
95%
-2.4
339
-2.3
481
-2.2
709
-2.1
955
-2.1
258
-2.0
557
-1.9
934
-1.9
350
-1.8
784
-1.8
274
97.5
%-2
.745
7-2
.655
9-2
.573
7-2
.503
0-2
.440
3-2
.384
0-2
.333
5-2
.285
2-2
.2390
-2.1
948
99%
-3.1
953
-3.0
993
-3.0
147
-2.9
521
-2.8
961
-2.8
473
-2.8
048
-2.7
683
-2.7
337
-2.6
897
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-1.3
695
-1.3
185
-1.2
687
-1.2
227
-1.1
784
-1.1
398
-1.1
012
-1.0
662
-1.0
327
-1.0
003
95%
-1.7
788
-1.7
338
-1.6
894
-1.6
457
-1.5
993
-1.5
564
-1.5
128
-1.4
736
-1.4
358
-1.3
986
97.5
%-2
.148
4-2
.105
3-2
.063
4-2
.023
2-1
.980
7-1
.941
2-1
.901
6-1
.863
3-1
.8286
-1.7
907
99%
-2.6
693
-2.6
329
-2.5
986
-2.5
650
-2.5
259
-2.4
913
-2.4
617
-2.4
345
-2.4
033
-2.3
713
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-0.9
689
-0.9
393
-0.9
108
-0.8
839
-0.8
577
-0.8
333
-0.8
097
-0.7
868
-0.7
644
-0.7
431
95%
-1.3
644
-1.3
311
-1.2
979
-1.2
652
-1.2
329
-1.2
020
-1.1
727
-1.1
448
-1.1
182
-1.0
918
97.5
%-1
.754
4-1
.717
2-1
.683
1-1
.650
3-1
.615
9-1
.585
4-1
.556
2-1
.528
1-1
.4993
-1.4
719
99%
-2.3
470
-2.3
151
-2.2
882
-2.2
609
-2.2
401
-2.2
125
-2.1
867
-2.1
652
-2.1
383
-2.1
116
Tab
le25
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rQ
uad
rati
cS
pec
tral
kern
el(O
ne-
step
det
ren
din
g).
No
det
erm
inis
tic
com
pon
ents
.
32
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
4917
-9.7
605
-9.1
174
-8.5
268
-8.0
144
-7.5
601
-7.1
577
-6.8
149
-6.4
899
-6.2
213
95%
-12.
8756
-11.
8437
-10.
9109
-10.
0931
-9.3
956
-8.8
460
-8.3
875
-7.9
648
-7.6
337
-7.3
555
97.5
%-1
5.26
81-1
3.77
57-1
2.53
55-1
1.52
00-1
0.72
62-1
0.03
81-9
.502
9-9
.119
8-8
.7621
-8.4
765
99%
-18.
3246
-16.
1526
-14.
4291
-13.
2209
-12.
2993
-11.
5991
-11.
0403
-10.
6400
-10.3
350
-10.0
609
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-5.9
974
-5.8
036
-5.6
213
-5.4
585
-5.3
240
-5.2
048
-5.1
018
-5.0
064
-4.9
190
-4.8
313
95%
-7.1
068
-6.9
001
-6.7
190
-6.5
694
-6.4
502
-6.3
426
-6.2
725
-6.2
016
-6.1
332
-6.0
632
97.5
%-8
.251
6-8
.033
1-7
.906
9-7
.774
2-7
.662
2-7
.543
1-7
.476
1-7
.394
8-7
.3357
-7.2
741
99%
-9.8
733
-9.6
594
-9.4
816
-9.3
783
-9.2
848
-9.1
919
-9.0
975
-9.0
461
-8.9
953
-8.9
495
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-4.7
467
-4.6
545
-4.5
625
-4.4
636
-4.3
800
-4.2
890
-4.1
966
-4.1
144
-4.0
340
-3.9
532
95%
-5.9
958
-5.9
183
-5.8
471
-5.7
674
-5.6
916
-5.6
025
-5.5
181
-5.4
210
-5.3
282
-5.2
373
97.5
%-7
.206
1-7
.141
9-7
.082
3-7
.011
1-6
.925
9-6
.857
4-6
.766
5-6
.673
1-6
.5840
-6.4
808
99%
-8.9
104
-8.8
747
-8.8
141
-8.7
567
-8.6
823
-8.6
002
-8.5
222
-8.4
180
-8.3
181
-8.2
164
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-3.8
756
-3.8
004
-3.7
284
-3.6
576
-3.5
875
-3.5
213
-3.4
563
-3.3
950
-3.3
350
-3.2
829
95%
-5.1
525
-5.0
665
-4.9
835
-4.8
969
-4.8
141
-4.7
333
-4.6
570
-4.5
802
-4.5
145
-4.4
473
97.5
%-6
.385
9-6
.293
3-6
.190
2-6
.093
6-6
.001
0-5
.899
6-5
.799
8-5
.702
9-5
.6220
-5.5
384
99%
-8.1
178
-7.9
969
-7.8
901
-7.7
649
-7.6
364
-7.5
136
-7.4
168
-7.3
061
-7.1
964
-7.0
817
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-3.2
303
-3.1
833
-3.1
375
-3.0
935
-3.0
487
-3.0
077
-2.9
720
-2.9
352
-2.9
022
-2.8
679
95%
-4.3
783
-4.3
149
-4.2
515
-4.1
901
-4.1
285
-4.0
754
-4.0
257
-3.9
781
-3.9
316
-3.8
900
97.5
%-5
.459
2-5
.390
1-5
.318
9-5
.253
2-5
.177
1-5
.118
1-5
.048
3-4
.981
6-4
.9246
-4.8
637
99%
-6.9
824
-6.8
735
-6.7
787
-6.6
852
-6.5
883
-6.5
001
-6.4
202
-6.3
346
-6.2
783
-6.2
017
Tab
le26
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rQ
uad
rati
cS
pec
tral
ker
nel
(On
e-st
epd
etre
nd
ing).
Inte
rcep
t.
33
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-16.
3462
-14.
5423
-13.
0086
-11.
7183
-10.
6905
-9.8
370
-9.1
436
-8.5
642
-8.0
671
-7.6
692
95%
-19.
0896
-16.
6178
-14.
6936
-13.
1729
-11.
9757
-11.
0735
-10.
3329
-9.7
207
-9.2
679
-8.8
607
97.5
%-2
1.54
05-1
8.49
16-1
6.18
05-1
4.44
63-1
3.17
53-1
2.23
42-1
1.49
89-1
0.94
29-1
0.4
996
-10.1
131
99%
-24.
5328
-20.
7408
-18.
0219
-16.
0041
-14.
7663
-13.
8548
-13.
1545
-12.
6325
-12.2
126
-11.8
221
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-7.2
945
-6.9
921
-6.7
159
-6.4
561
-6.2
007
-5.9
309
-5.6
602
-5.4
002
-5.1
406
-4.8
923
95%
-8.5
505
-8.2
478
-8.0
135
-7.7
991
-7.5
707
-7.3
537
-7.1
157
-6.8
700
-6.6
058
-6.3
366
97.5
%-9
.838
7-9
.573
4-9
.347
7-9
.159
6-8
.965
8-8
.761
3-8
.536
9-8
.282
5-8
.0149
-7.7
164
99%
-11.
5582
-11.
2874
-11.
1176
-10.
9141
-10.
7764
-10.
5748
-10.
3404
-10.
0795
-9.8
032
-9.5
087
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-4.6
550
-4.4
304
-4.2
194
-4.0
235
-3.8
521
-3.6
858
-3.5
351
-3.4
000
-3.2
781
-3.1
739
95%
-6.0
742
-5.8
074
-5.5
498
-5.3
157
-5.1
036
-4.9
015
-4.7
226
-4.5
669
-4.4
182
-4.2
922
97.5
%-7
.417
0-7
.133
7-6
.859
4-6
.581
8-6
.341
3-6
.128
2-5
.911
8-5
.716
4-5
.5405
-5.3
854
99%
-9.1
903
-8.8
646
-8.5
325
-8.2
124
-7.9
035
-7.6
015
-7.3
510
-7.1
103
-6.9
118
-6.7
431
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-3.0
798
-2.9
976
-2.9
241
-2.8
537
-2.7
966
-2.7
366
-2.6
869
-2.6
421
-2.6
024
-2.5
643
95%
-4.1
737
-4.0
675
-3.9
734
-3.8
881
-3.8
136
-3.7
490
-3.6
907
-3.6
406
-3.5
952
-3.5
491
97.5
%-5
.249
5-5
.116
9-4
.992
8-4
.891
2-4
.793
9-4
.708
6-4
.640
2-4
.578
5-4
.5217
-4.4
720
99%
-6.5
674
-6.4
100
-6.2
739
-6.1
585
-6.0
623
-5.9
588
-5.8
779
-5.8
093
-5.7
460
-5.6
812
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-2.5
316
-2.5
037
-2.4
808
-2.4
562
-2.4
320
-2.4
125
-2.3
956
-2.3
795
-2.3
664
-2.3
538
95%
-3.5
119
-3.4
746
-3.4
484
-3.4
225
-3.3
998
-3.3
790
-3.3
490
-3.3
290
-3.3
137
-3.2
987
97.5
%-4
.436
0-4
.396
8-4
.354
7-4
.319
6-4
.294
1-4
.266
7-4
.246
4-4
.228
9-4
.2076
-4.1
914
99%
-5.6
298
-5.5
787
-5.5
381
-5.4
969
-5.4
612
-5.4
263
-5.3
917
-5.3
643
-5.3
477
-5.3
283
Tab
le27
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rQ
uad
rati
cS
pec
tral
ker
nel
(On
e-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
34
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-1.5
708
-1.5
240
-1.4
762
-1.4
330
-1.3
875
-1.3
492
-1.3
118
-1.2
747
-1.2
391
-1.2
048
95%
-1.8
698
-1.7
926
-1.7
295
-1.6
715
-1.6
109
-1.5
545
-1.5
021
-1.4
526
-1.4
077
-1.3
641
97.5
%-2
.124
5-2
.029
7-1
.945
4-1
.860
1-1
.781
7-1
.717
2-1
.651
6-1
.594
3-1
.5377
-1.4
852
99%
-2.4
186
-2.2
875
-2.1
756
-2.0
693
-1.9
672
-1.8
818
-1.8
003
-1.7
285
-1.6
645
-1.6
069
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-1.1
718
-1.1
410
-1.1
088
-1.0
812
-1.0
563
-1.0
343
-1.0
153
-0.9
984
-0.9
814
-0.9
652
95%
-1.3
260
-1.2
884
-1.2
531
-1.2
202
-1.1
902
-1.1
608
-1.1
347
-1.1
105
-1.0
858
-1.0
646
97.5
%-1
.440
4-1
.399
9-1
.361
9-1
.327
1-1
.294
2-1
.259
4-1
.226
3-1
.194
1-1
.1625
-1.1
344
99%
-1.5
564
-1.5
098
-1.4
673
-1.4
267
-1.3
884
-1.3
506
-1.3
153
-1.2
772
-1.2
407
-1.2
063
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-0.9
494
-0.9
325
-0.9
150
-0.8
974
-0.8
798
-0.8
626
-0.8
450
-0.8
283
-0.8
114
-0.7
946
95%
-1.0
444
-1.0
263
-1.0
072
-0.9
889
-0.9
712
-0.9
533
-0.9
366
-0.9
202
-0.9
043
-0.8
888
97.5
%-1
.107
5-1
.083
6-1
.062
2-1
.042
9-1
.024
2-1
.007
9-0
.992
0-0
.976
8-0
.9635
-0.9
506
99%
-1.1
741
-1.1
447
-1.1
188
-1.0
975
-1.0
770
-1.0
600
-1.0
467
-1.0
340
-1.0
229
-1.0
134
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-0.7
789
-0.7
638
-0.7
490
-0.7
339
-0.7
200
-0.7
063
-0.6
930
-0.6
803
-0.6
681
-0.6
564
95%
-0.8
739
-0.8
592
-0.8
449
-0.8
315
-0.8
185
-0.8
064
-0.7
943
-0.7
828
-0.7
708
-0.7
594
97.5
%-0
.937
9-0
.925
6-0
.914
0-0
.901
1-0
.889
3-0
.877
3-0
.864
9-0
.853
4-0
.8420
-0.8
305
99%
-1.0
028
-0.9
927
-0.9
820
-0.9
720
-0.9
623
-0.9
521
-0.9
424
-0.9
328
-0.9
227
-0.9
138
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-0.6
452
-0.6
344
-0.6
238
-0.6
136
-0.6
035
-0.5
939
-0.5
848
-0.5
757
-0.5
667
-0.5
579
95%
-0.7
477
-0.7
368
-0.7
258
-0.7
154
-0.7
052
-0.6
948
-0.6
849
-0.6
751
-0.6
659
-0.6
566
97.5
%-0
.819
3-0
.807
8-0
.796
9-0
.787
2-0
.776
5-0
.765
9-0
.756
2-0
.746
5-0
.7375
-0.7
280
99%
-0.9
035
-0.8
945
-0.8
855
-0.8
771
-0.8
680
-0.8
590
-0.8
514
-0.8
430
-0.8
350
-0.8
267
Tab
le28
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rQ
uad
rati
cS
pec
tral
kern
el(O
ne-
step
det
ren
din
g).
No
det
erm
inis
tic
com
pon
ents
.
35
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-2.5
032
-2.4
418
-2.3
822
-2.3
321
-2.2
862
-2.2
545
-2.2
304
-2.2
148
-2.2
049
-2.2
013
95%
-2.7
864
-2.7
095
-2.6
448
-2.5
943
-2.5
672
-2.5
520
-2.5
508
-2.5
566
-2.5
682
-2.5
855
97.5
%-3
.037
8-2
.952
3-2
.894
3-2
.860
4-2
.851
0-2
.852
6-2
.867
7-2
.902
1-2
.9367
-2.9
806
99%
-3.3
178
-3.2
314
-3.1
898
-3.1
924
-3.2
133
-3.2
431
-3.2
941
-3.3
589
-3.4
577
-3.5
496
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-2.2
036
-2.2
105
-2.2
183
-2.2
311
-2.2
485
-2.2
687
-2.2
903
-2.3
148
-2.3
421
-2.3
662
95%
-2.6
063
-2.6
352
-2.6
717
-2.7
080
-2.7
508
-2.8
005
-2.8
611
-2.9
182
-2.9
779
-3.0
431
97.5
%-3
.031
1-3
.091
8-3
.156
6-3
.227
5-3
.311
1-3
.415
3-3
.526
2-3
.640
8-3
.7748
-3.9
128
99%
-3.6
569
-3.7
953
-3.9
459
-4.1
028
-4.2
854
-4.4
825
-4.7
062
-4.9
435
-5.2
034
-5.4
662
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-2.3
948
-2.4
282
-2.4
609
-2.4
975
-2.5
369
-2.5
718
-2.6
135
-2.6
572
-2.7
017
-2.7
531
95%
-3.1
076
-3.1
794
-3.2
625
-3.3
481
-3.4
426
-3.5
379
-3.6
374
-3.7
462
-3.8
542
-3.9
685
97.5
%-4
.053
0-4
.215
2-4
.378
0-4
.540
7-4
.720
9-4
.884
6-5
.051
1-5
.215
5-5
.3949
-5.5
721
99%
-5.7
618
-6.0
689
-6.3
815
-6.7
156
-7.0
348
-7.3
388
-7.6
599
-7.9
534
-8.2
694
-8.6
393
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-2.8
018
-2.8
541
-2.9
071
-2.9
595
-3.0
129
-3.0
698
-3.1
300
-3.1
921
-3.2
533
-3.3
190
95%
-4.0
770
-4.1
873
-4.3
032
-4.4
192
-4.5
403
-4.6
677
-4.7
879
-4.9
229
-5.0
523
-5.1
864
97.5
%-5
.772
4-5
.964
3-6
.181
6-6
.377
1-6
.592
9-6
.801
3-6
.995
4-7
.205
3-7
.4247
-7.6
478
99%
-8.9
793
-9.2
901
-9.6
162
-9.9
073
-10.
2576
-10.
6362
-10.
9730
-11.
3665
-11.6
620
-12.0
271
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-3.3
913
-3.4
623
-3.5
322
-3.6
079
-3.6
851
-3.7
607
-3.8
374
-3.9
181
-3.9
971
-4.0
787
95%
-5.3
135
-5.4
416
-5.5
736
-5.7
245
-5.8
613
-6.0
029
-6.1
455
-6.2
936
-6.4
316
-6.5
848
97.5
%-7
.857
9-8
.095
4-8
.317
9-8
.542
7-8
.761
5-9
.000
7-9
.199
3-9
.448
8-9
.6784
-9.9
219
99%
-12.
4204
-12.
7487
-13.
1166
-13.
4912
-13.
8809
-14.
2204
-14.
5894
-14.
9457
-15.3
343
-15.6
834
Tab
le29
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rQ
uad
rati
cS
pec
tral
kern
el(O
ne-
step
det
ren
din
g).
Inte
rcep
t.
36
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-2.9
941
-2.8
503
-2.7
212
-2.6
126
-2.5
265
-2.4
595
-2.4
078
-2.3
664
-2.3
393
-2.3
194
95%
-3.2
480
-3.0
715
-2.9
355
-2.8
363
-2.7
670
-2.7
231
-2.6
930
-2.6
786
-2.6
701
-2.6
692
97.5
%-3
.462
2-3
.270
4-3
.135
7-3
.056
2-3
.005
4-2
.983
0-2
.973
6-2
.976
3-2
.9905
-3.0
146
99%
-3.7
195
-3.5
218
-3.4
047
-3.3
540
-3.3
243
-3.3
329
-3.3
557
-3.3
881
-3.4
388
-3.4
982
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-2.3
077
-2.2
991
-2.2
983
-2.3
032
-2.3
125
-2.3
249
-2.3
428
-2.3
643
-2.3
939
-2.4
231
95%
-2.6
769
-2.6
922
-2.7
168
-2.7
476
-2.7
898
-2.8
318
-2.8
854
-2.9
459
-3.0
164
-3.0
955
97.5
%-3
.048
4-3
.099
1-3
.151
6-3
.223
7-3
.304
1-3
.405
7-3
.513
9-3
.649
8-3
.7835
-3.9
440
99%
-3.5
738
-3.6
725
-3.7
882
-3.9
627
-4.1
458
-4.3
642
-4.5
972
-4.8
660
-5.1
523
-5.4
539
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-2.4
617
-2.5
046
-2.5
545
-2.6
123
-2.6
771
-2.7
518
-2.8
397
-2.9
336
-3.0
343
-3.1
436
95%
-3.1
820
-3.2
749
-3.3
819
-3.5
038
-3.6
375
-3.7
942
-3.9
635
-4.1
380
-4.3
190
-4.5
077
97.5
%-4
.120
1-4
.303
3-4
.488
4-4
.692
3-4
.915
1-5
.154
0-5
.393
4-5
.645
9-5
.9066
-6.2
152
99%
-5.7
790
-6.0
885
-6.4
355
-6.7
628
-7.1
225
-7.5
485
-7.9
642
-8.3
630
-8.8
042
-9.2
394
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-3.2
581
-3.3
828
-3.5
167
-3.6
534
-3.7
994
-3.9
542
-4.1
202
-4.2
918
-4.4
693
-4.6
576
95%
-4.7
095
-4.9
219
-5.1
384
-5.3
604
-5.5
982
-5.8
422
-6.0
982
-6.3
660
-6.6
353
-6.9
188
97.5
%-6
.510
2-6
.805
9-7
.127
0-7
.458
1-7
.837
1-8
.192
8-8
.569
1-8
.954
9-9
.3633
-9.7
635
99%
-9.7
330
-10.
2475
-10.
7474
-11.
2579
-11.
8062
-12.
3330
-12.
8726
-13.
4843
-14.0
286
-14.6
546
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-4.8
505
-5.0
447
-5.2
468
-5.4
555
-5.6
684
-5.8
911
-6.1
266
-6.3
568
-6.5
996
-6.8
412
95%
-7.2
132
-7.5
236
-7.8
269
-8.1
527
-8.4
918
-8.8
480
-9.2
057
-9.5
703
-9.9
428
-10.3
236
97.5
%-1
0.19
59-1
0.63
07-1
1.08
07-1
1.55
64-1
2.02
39-1
2.50
67-1
3.00
91-1
3.52
07-1
4.0
442
-14.5
809
99%
-15.
3274
-15.
9380
-16.
6935
-17.
3353
-18.
0652
-18.
7614
-19.
4813
-20.
2397
-21.0
065
-21.8
694
Tab
le30
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rQ
uad
rati
cS
pec
tral
kern
el(O
ne-
step
det
ren
din
g).
Inte
rcep
tan
dli
nea
rtr
end
.
37
2 Two-Step Detrending
38
Bartlett
Kern
el
39
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
6604
-10.
1231
-9.5
938
-9.1
283
-8.7
028
-8.3
183
-7.9
608
-7.6
288
-7.3
387
-7.0
686
95%
-13.
1201
-12.
2669
-11.
4955
-10.
8096
-10.
2062
-9.6
399
-9.1
668
-8.7
777
-8.4
570
-8.1
931
97.5
%-1
5.59
33-1
4.30
22-1
3.25
49-1
2.34
10-1
1.52
48-1
0.89
75-1
0.34
74-9
.952
0-9
.6145
-9.3
620
99%
-18.
7279
-16.
8799
-15.
3074
-14.
0863
-13.
1321
-12.
4052
-11.
8721
-11.
5081
-11.2
237
-11.0
158
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-6.8
417
-6.6
405
-6.4
757
-6.3
381
-6.2
274
-6.1
444
-6.0
605
-5.9
825
-5.9
236
-5.8
774
95%
-7.9
690
-7.7
988
-7.6
531
-7.5
341
-7.4
274
-7.3
462
-7.2
667
-7.1
950
-7.1
428
-7.0
913
97.5
%-9
.165
1-9
.029
5-8
.887
7-8
.773
6-8
.696
5-8
.606
2-8
.524
8-8
.471
5-8
.4229
-8.3
894
99%
-10.
8331
-10.
6912
-10.
5656
-10.
4323
-10.
3064
-10.
2420
-10.
1563
-10.
1116
-10.0
680
-10.0
291
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-5.8
295
-5.7
891
-5.7
600
-5.7
354
-5.7
028
-5.6
722
-5.6
528
-5.6
338
-5.6
140
-5.6
006
95%
-7.0
567
-7.0
240
-6.9
998
-6.9
685
-6.9
500
-6.9
354
-6.9
084
-6.8
937
-6.8
824
-6.8
711
97.5
%-8
.337
4-8
.291
0-8
.253
0-8
.215
5-8
.179
8-8
.162
5-8
.156
0-8
.150
4-8
.1397
-8.1
273
99%
-9.9
725
-9.9
328
-9.9
072
-9.8
788
-9.8
606
-9.8
262
-9.8
140
-9.7
888
-9.7
812
-9.7
603
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-5.5
873
-5.5
794
-5.5
729
-5.5
650
-5.5
585
-5.5
618
-5.5
547
-5.5
560
-5.5
573
-5.5
559
95%
-6.8
636
-6.8
550
-6.8
535
-6.8
485
-6.8
474
-6.8
444
-6.8
399
-6.8
340
-6.8
255
-6.8
302
97.5
%-8
.112
3-8
.100
9-8
.100
7-8
.092
1-8
.082
6-8
.073
0-8
.078
9-8
.087
2-8
.0939
-8.0
872
99%
-9.7
455
-9.7
254
-9.7
201
-9.7
177
-9.7
034
-9.7
101
-9.7
229
-9.7
205
-9.7
370
-9.7
464
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-5.5
583
-5.5
586
-5.5
686
-5.5
784
-5.5
830
-5.5
931
-5.6
002
-5.6
095
-5.6
180
-5.6
252
95%
-6.8
355
-6.8
426
-6.8
444
-6.8
434
-6.8
609
-6.8
694
-6.8
771
-6.8
841
-6.9
004
-6.9
165
97.5
%-8
.084
5-8
.098
7-8
.100
9-8
.103
4-8
.107
9-8
.115
1-8
.128
0-8
.153
3-8
.1707
-8.1
835
99%
-9.7
509
-9.7
600
-9.7
723
-9.7
948
-9.8
170
-9.8
318
-9.8
288
-9.8
414
-9.8
662
-9.8
834
Tab
le31
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rB
artl
ett
kern
el(T
wo-
step
det
ren
din
g).
Inte
rcep
t.
40
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-16.
8740
-15.
4568
-14.
2283
-13.
1428
-12.
1951
-11.
3750
-10.
7427
-10.
2522
-9.8
690
-9.5
680
95%
-19.
6704
-17.
6725
-16.
0086
-14.
6539
-13.
5358
-12.
6956
-12.
0801
-11.
6308
-11.2
892
-11.0
250
97.5
%-2
2.25
86-1
9.67
24-1
7.60
48-1
6.02
87-1
4.84
86-1
4.03
69-1
3.46
99-1
3.07
60-1
2.7
477
-12.4
793
99%
-25.
3685
-22.
1628
-19.
5804
-17.
7028
-16.
5256
-15.
7610
-15.
2175
-14.
8254
-14.5
739
-14.3
975
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-9.3
130
-9.1
097
-8.9
286
-8.7
694
-8.6
409
-8.5
196
-8.4
293
-8.3
286
-8.2
343
-8.1
481
95%
-10.
8164
-10.
6122
-10.
4735
-10.
3377
-10.
2397
-10.
1469
-10.
0563
-9.9
715
-9.9
048
-9.8
394
97.5
%-1
2.27
37-1
2.13
23-1
2.00
49-1
1.89
97-1
1.81
10-1
1.72
23-1
1.65
00-1
1.56
94-1
1.4
984
-11.4
212
99%
-14.
2025
-14.
0635
-13.
9339
-13.
8517
-13.
7969
-13.
7271
-13.
6728
-13.
6087
-13.5
347
-13.4
654
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-8.0
653
-7.9
860
-7.9
105
-7.8
353
-7.7
610
-7.6
914
-7.6
234
-7.5
624
-7.5
095
-7.4
488
95%
-9.7
626
-9.7
074
-9.6
435
-9.5
872
-9.5
210
-9.4
592
-9.4
019
-9.3
310
-9.2
655
-9.2
195
97.5
%-1
1.36
38-1
1.32
67-1
1.28
39-1
1.23
62-1
1.19
38-1
1.12
96-1
1.07
79-1
1.02
40-1
0.9
639
-10.9
114
99%
-13.
4440
-13.
4137
-13.
3815
-13.
3440
-13.
2940
-13.
2631
-13.
2354
-13.
1925
-13.1
435
-13.0
754
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-7.3
849
-7.3
279
-7.2
679
-7.2
052
-7.1
453
-7.0
840
-7.0
242
-6.9
643
-6.9
072
-6.8
481
95%
-9.1
645
-9.1
224
-9.0
608
-9.0
031
-8.9
415
-8.8
894
-8.8
244
-8.7
746
-8.7
197
-8.6
704
97.5
%-1
0.86
90-1
0.82
05-1
0.77
63-1
0.71
61-1
0.67
35-1
0.62
70-1
0.57
03-1
0.51
32-1
0.4
428
-10.3
818
99%
-13.
0225
-12.
9942
-12.
9559
-12.
8999
-12.
8525
-12.
7773
-12.
7387
-12.
6974
-12.6
377
-12.5
832
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-6.7
947
-6.7
389
-6.6
856
-6.6
325
-6.5
813
-6.5
296
-6.4
854
-6.4
341
-6.3
961
-6.3
563
95%
-8.6
087
-8.5
559
-8.4
978
-8.4
462
-8.3
927
-8.3
342
-8.2
880
-8.2
472
-8.1
893
-8.1
378
97.5
%-1
0.32
51-1
0.27
19-1
0.20
71-1
0.15
31-1
0.11
14-1
0.05
49-1
0.01
05-9
.960
5-9
.9013
-9.8
449
99%
-12.
5393
-12.
4755
-12.
4255
-12.
3715
-12.
3194
-12.
2768
-12.
2103
-12.
1775
-12.1
312
-12.0
865
Tab
le32
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rB
artl
ett
kern
el(T
wo-
step
det
ren
din
g).
Inte
rcep
tand
lin
ear
tren
d.
41
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-2.5
156
-2.4
646
-2.4
156
-2.3
696
-2.3
248
-2.2
855
-2.2
518
-2.2
256
-2.2
054
-2.1
873
95%
-2.7
991
-2.7
322
-2.6
709
-2.6
141
-2.5
703
-2.5
398
-2.5
193
-2.5
024
-2.4
884
-2.4
735
97.5
%-3
.055
4-2
.975
3-2
.907
1-2
.853
2-2
.823
0-2
.797
1-2
.782
4-2
.767
0-2
.7576
-2.7
517
99%
-3.3
310
-3.2
474
-3.1
857
-3.1
522
-3.1
287
-3.1
139
-3.1
016
-3.0
922
-3.0
874
-3.0
845
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.1
737
-2.1
618
-2.1
536
-2.1
440
-2.1
363
-2.1
296
-2.1
225
-2.1
170
-2.1
126
-2.1
085
95%
-2.4
645
-2.4
568
-2.4
488
-2.4
443
-2.4
372
-2.4
318
-2.4
276
-2.4
242
-2.4
215
-2.4
183
97.5
%-2
.744
7-2
.737
9-2
.732
5-2
.726
3-2
.723
0-2
.718
4-2
.714
8-2
.711
6-2
.7078
-2.7
054
99%
-3.0
807
-3.0
753
-3.0
735
-3.0
702
-3.0
641
-3.0
588
-3.0
542
-3.0
518
-3.0
486
-3.0
480
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.1
056
-2.1
025
-2.0
997
-2.0
976
-2.0
953
-2.0
937
-2.0
919
-2.0
906
-2.0
888
-2.0
876
95%
-2.4
156
-2.4
128
-2.4
111
-2.4
101
-2.4
079
-2.4
064
-2.4
041
-2.4
025
-2.4
018
-2.4
008
97.5
%-2
.703
2-2
.701
5-2
.699
8-2
.697
9-2
.696
4-2
.695
2-2
.693
9-2
.692
7-2
.6913
-2.6
907
99%
-3.0
470
-3.0
455
-3.0
444
-3.0
416
-3.0
398
-3.0
360
-3.0
348
-3.0
338
-3.0
322
-3.0
309
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.0
860
-2.0
854
-2.0
849
-2.0
838
-2.0
832
-2.0
830
-2.0
825
-2.0
813
-2.0
811
-2.0
792
95%
-2.3
999
-2.3
989
-2.3
980
-2.3
973
-2.3
975
-2.3
970
-2.3
967
-2.3
960
-2.3
963
-2.3
957
97.5
%-2
.690
1-2
.688
6-2
.688
0-2
.687
3-2
.686
6-2
.685
9-2
.684
9-2
.684
2-2
.6842
-2.6
839
99%
-3.0
280
-3.0
272
-3.0
254
-3.0
255
-3.0
247
-3.0
241
-3.0
221
-3.0
215
-3.0
205
-3.0
195
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.0
795
-2.0
802
-2.0
802
-2.0
800
-2.0
816
-2.0
823
-2.0
827
-2.0
830
-2.0
833
-2.0
838
95%
-2.3
955
-2.3
956
-2.3
952
-2.3
946
-2.3
951
-2.3
950
-2.3
967
-2.3
968
-2.3
974
-2.3
977
97.5
%-2
.683
7-2
.683
6-2
.683
1-2
.682
9-2
.682
6-2
.682
5-2
.682
6-2
.682
1-2
.6835
-2.6
838
99%
-3.0
186
-3.0
179
-3.0
168
-3.0
165
-3.0
163
-3.0
158
-3.0
157
-3.0
160
-3.0
161
-3.0
166
Tab
le33
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rB
artl
ett
kern
el(T
wo-
step
det
ren
din
g).
Inte
rcep
t.
42
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-3.0
350
-2.9
202
-2.8
218
-2.7
313
-2.6
518
-2.5
940
-2.5
487
-2.5
154
-2.4
884
-2.4
658
95%
-3.2
919
-3.1
515
-3.0
358
-2.9
447
-2.8
821
-2.8
405
-2.8
075
-2.7
852
-2.7
612
-2.7
437
97.5
%-3
.509
2-3
.352
2-3
.232
6-3
.154
3-3
.104
7-3
.067
4-3
.046
8-3
.024
6-3
.0082
-2.9
954
99%
-3.7
692
-3.6
015
-3.4
917
-3.4
314
-3.3
797
-3.3
537
-3.3
372
-3.3
255
-3.3
157
-3.3
116
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.4
445
-2.4
288
-2.4
151
-2.4
025
-2.3
914
-2.3
823
-2.3
702
-2.3
615
-2.3
539
-2.3
463
95%
-2.7
305
-2.7
198
-2.7
090
-2.7
013
-2.6
925
-2.6
859
-2.6
797
-2.6
752
-2.6
703
-2.6
660
97.5
%-2
.986
6-2
.980
4-2
.973
4-2
.966
0-2
.961
8-2
.958
1-2
.953
3-2
.950
1-2
.9461
-2.9
435
99%
-3.3
024
-3.2
971
-3.2
912
-3.2
881
-3.2
834
-3.2
823
-3.2
793
-3.2
782
-3.2
749
-3.2
735
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.3
380
-2.3
316
-2.3
247
-2.3
180
-2.3
107
-2.3
036
-2.2
976
-2.2
919
-2.2
860
-2.2
805
95%
-2.6
615
-2.6
567
-2.6
507
-2.6
459
-2.6
409
-2.6
361
-2.6
311
-2.6
266
-2.6
218
-2.6
177
97.5
%-2
.942
0-2
.937
5-2
.933
7-2
.929
5-2
.926
4-2
.923
0-2
.918
4-2
.915
7-2
.9134
-2.9
103
99%
-3.2
706
-3.2
696
-3.2
687
-3.2
671
-3.2
655
-3.2
654
-3.2
638
-3.2
631
-3.2
625
-3.2
616
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.2
757
-2.2
688
-2.2
632
-2.2
577
-2.2
523
-2.2
469
-2.2
424
-2.2
379
-2.2
328
-2.2
282
95%
-2.6
140
-2.6
102
-2.6
060
-2.6
019
-2.5
980
-2.5
941
-2.5
907
-2.5
881
-2.5
851
-2.5
806
97.5
%-2
.906
7-2
.903
1-2
.900
7-2
.898
5-2
.895
2-2
.892
8-2
.890
3-2
.886
9-2
.8841
-2.8
810
99%
-3.2
586
-3.2
570
-3.2
548
-3.2
513
-3.2
484
-3.2
452
-3.2
433
-3.2
414
-3.2
398
-3.2
376
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.2
231
-2.2
186
-2.2
142
-2.2
099
-2.2
067
-2.2
033
-2.1
997
-2.1
968
-2.1
946
-2.1
921
95%
-2.5
768
-2.5
734
-2.5
699
-2.5
668
-2.5
630
-2.5
604
-2.5
580
-2.5
558
-2.5
530
-2.5
512
97.5
%-2
.878
6-2
.875
3-2
.872
5-2
.869
6-2
.866
8-2
.864
0-2
.862
8-2
.861
2-2
.8599
-2.8
575
99%
-3.2
359
-3.2
347
-3.2
320
-3.2
295
-3.2
275
-3.2
248
-3.2
221
-3.2
200
-3.2
195
-3.2
181
Tab
le34
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rB
artl
ett
kern
el(T
wo-
step
det
ren
din
g).
Inte
rcep
tan
dli
nea
rtr
end.
43
Parzen
Kern
el
44
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
8290
-10.
3977
-9.9
750
-9.5
981
-9.2
486
-8.9
184
-8.6
086
-8.3
063
-8.0
461
-7.8
012
95%
-13.
3751
-12.
6963
-12.
0847
-11.
5307
-11.
0060
-10.
5134
-10.
0832
-9.6
799
-9.3
301
-9.0
099
97.5
%-1
5.90
05-1
4.95
52-1
4.09
52-1
3.29
70-1
2.61
42-1
1.98
49-1
1.42
16-1
0.94
07-1
0.5
547
-10.2
103
99%
-19.
1205
-17.
8014
-16.
5469
-15.
4100
-14.
4487
-13.
6652
-13.
0414
-12.
5342
-12.0
754
-11.7
822
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-7.5
644
-7.3
478
-7.1
554
-6.9
734
-6.8
041
-6.6
537
-6.5
275
-6.4
136
-6.3
044
-6.2
094
95%
-8.7
384
-8.5
011
-8.2
916
-8.1
085
-7.9
495
-7.8
214
-7.7
004
-7.5
872
-7.4
938
-7.4
111
97.5
%-9
.926
2-9
.659
1-9
.442
0-9
.252
5-9
.116
1-9
.001
5-8
.894
5-8
.788
6-8
.7066
-8.6
335
99%
-11.
4986
-11.
2634
-11.
0740
-10.
9088
-10.
7667
-10.
6780
-10.
5640
-10.
4746
-10.3
762
-10.2
956
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-6.1
377
-6.0
720
-6.0
083
-5.9
516
-5.8
939
-5.8
484
-5.8
126
-5.7
782
-5.7
436
-5.7
127
95%
-7.3
321
-7.2
692
-7.2
061
-7.1
588
-7.1
061
-7.0
617
-7.0
232
-6.9
881
-6.9
560
-6.9
222
97.5
%-8
.573
1-8
.508
3-8
.456
9-8
.396
4-8
.343
8-8
.306
9-8
.272
6-8
.241
1-8
.2152
-8.1
885
99%
-10.
2347
-10.
1637
-10.
1315
-10.
0717
-10.
0187
-9.9
902
-9.9
475
-9.9
147
-9.8
993
-9.8
647
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-5.6
851
-5.6
580
-5.6
359
-5.6
131
-5.5
940
-5.5
750
-5.5
613
-5.5
470
-5.5
365
-5.5
255
95%
-6.9
000
-6.8
862
-6.8
635
-6.8
480
-6.8
314
-6.8
134
-6.8
039
-6.7
932
-6.7
832
-6.7
734
97.5
%-8
.159
1-8
.147
0-8
.125
3-8
.112
0-8
.092
1-8
.083
2-8
.074
3-8
.055
3-8
.0379
-8.0
301
99%
-9.8
165
-9.7
978
-9.7
813
-9.7
563
-9.7
388
-9.7
232
-9.7
037
-9.6
896
-9.6
895
-9.6
877
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-5.5
112
-5.5
019
-5.4
971
-5.4
938
-5.4
848
-5.4
818
-5.4
786
-5.4
786
-5.4
723
-5.4
702
95%
-6.7
631
-6.7
556
-6.7
428
-6.7
410
-6.7
393
-6.7
383
-6.7
367
-6.7
317
-6.7
357
-6.7
351
97.5
%-8
.016
2-8
.009
2-8
.004
0-7
.999
5-7
.998
8-7
.993
0-7
.990
5-7
.988
7-7
.9859
-7.9
822
99%
-9.6
837
-9.6
724
-9.6
741
-9.6
755
-9.6
596
-9.6
463
-9.6
526
-9.6
407
-9.6
462
-9.6
337
Tab
le35
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rP
arze
nke
rnel
(Tw
o-st
epd
etre
nd
ing).
Inte
rcep
t.
45
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-17.
2714
-16.
1500
-15.
1735
-14.
2509
-13.
4254
-12.
6926
-12.
0270
-11.
4617
-10.9
662
-10.5
456
95%
-20.
2140
-18.
6930
-17.
2873
-16.
0835
-15.
0332
-14.
1613
-13.
4158
-12.
7985
-12.2
858
-11.8
878
97.5
%-2
3.01
68-2
0.99
34-1
9.21
74-1
7.72
79-1
6.52
58-1
5.49
42-1
4.71
32-1
4.12
55-1
3.6
546
-13.2
918
99%
-26.
4989
-23.
7428
-21.
5594
-19.
7371
-18.
3041
-17.
2256
-16.
4322
-15.
8532
-15.4
241
-15.0
234
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-10.
1925
-9.8
946
-9.6
379
-9.4
237
-9.2
329
-9.0
578
-8.9
118
-8.7
885
-8.6
833
-8.5
722
95%
-11.
5617
-11.
2981
-11.
0793
-10.
8984
-10.
7408
-10.
5897
-10.
4658
-10.
3589
-10.2
583
-10.1
761
97.5
%-1
2.99
59-1
2.71
99-1
2.51
83-1
2.33
87-1
2.18
25-1
2.05
25-1
1.94
67-1
1.85
29-1
1.7
799
-11.7
068
99%
-14.
7497
-14.
5101
-14.
3706
-14.
2078
-14.
0947
-13.
9968
-13.
8871
-13.
7857
-13.7
308
-13.6
942
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-8.4
805
-8.3
947
-8.3
229
-8.2
409
-8.1
636
-8.0
950
-8.0
330
-7.9
762
-7.9
150
-7.8
554
95%
-10.
0985
-10.
0169
-9.9
407
-9.8
748
-9.8
210
-9.7
653
-9.7
174
-9.6
749
-9.6
347
-9.5
963
97.5
%-1
1.66
28-1
1.60
01-1
1.55
28-1
1.51
45-1
1.47
72-1
1.41
89-1
1.38
49-1
1.35
16-1
1.3
046
-11.2
684
99%
-13.
6663
-13.
6185
-13.
5828
-13.
5387
-13.
5031
-13.
4833
-13.
4475
-13.
4145
-13.3
780
-13.3
466
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-7.7
967
-7.7
462
-7.6
955
-7.6
514
-7.6
044
-7.5
621
-7.5
137
-7.4
646
-7.4
194
-7.3
700
95%
-9.5
498
-9.5
084
-9.4
674
-9.4
270
-9.3
879
-9.3
475
-9.3
042
-9.2
627
-9.2
200
-9.1
815
97.5
%-1
1.20
39-1
1.18
12-1
1.14
71-1
1.11
53-1
1.07
92-1
1.04
15-1
1.01
08-1
0.97
11-1
0.9
400
-10.9
102
99%
-13.
3275
-13.
3100
-13.
2701
-13.
2466
-13.
2056
-13.
1800
-13.
1598
-13.
1474
-13.1
160
-13.0
906
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-7.3
300
-7.2
847
-7.2
343
-7.1
886
-7.1
449
-7.1
015
-7.0
575
-7.0
193
-6.9
760
-6.9
351
95%
-9.1
404
-9.0
932
-9.0
477
-9.0
144
-8.9
741
-8.9
350
-8.8
948
-8.8
578
-8.8
200
-8.7
774
97.5
%-1
0.87
73-1
0.84
73-1
0.81
29-1
0.77
43-1
0.74
19-1
0.71
21-1
0.67
20-1
0.63
40-1
0.6
016
-10.5
604
99%
-13.
0725
-13.
0414
-13.
0040
-12.
9732
-12.
9343
-12.
9016
-12.
8626
-12.
8263
-12.7
921
-12.7
563
Tab
le36
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rP
arze
nke
rnel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
46
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-2.5
295
-2.4
910
-2.4
538
-2.4
191
-2.3
812
-2.3
485
-2.3
176
-2.2
896
-2.2
633
-2.2
403
95%
-2.8
174
-2.7
661
-2.7
198
-2.6
746
-2.6
316
-2.5
947
-2.5
657
-2.5
447
-2.5
275
-2.5
136
97.5
%-3
.077
2-3
.014
2-2
.960
3-2
.911
1-2
.870
4-2
.840
6-2
.819
5-2
.800
6-2
.7870
-2.7
770
99%
-3.3
593
-3.2
925
-3.2
328
-3.1
919
-3.1
622
-3.1
488
-3.1
303
-3.1
197
-3.1
092
-3.1
021
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.2
224
-2.2
061
-2.1
928
-2.1
805
-2.1
699
-2.1
607
-2.1
538
-2.1
465
-2.1
396
-2.1
332
95%
-2.5
012
-2.4
900
-2.4
791
-2.4
713
-2.4
641
-2.4
581
-2.4
536
-2.4
488
-2.4
449
-2.4
407
97.5
%-2
.768
3-2
.759
0-2
.753
4-2
.749
4-2
.744
7-2
.741
2-2
.737
1-2
.733
2-2
.7297
-2.7
277
99%
-3.0
942
-3.0
905
-3.0
889
-3.0
862
-3.0
836
-3.0
803
-3.0
771
-3.0
750
-3.0
733
-3.0
715
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.1
279
-2.1
228
-2.1
189
-2.1
150
-2.1
114
-2.1
079
-2.1
051
-2.1
028
-2.1
004
-2.0
988
95%
-2.4
367
-2.4
323
-2.4
283
-2.4
252
-2.4
230
-2.4
208
-2.4
189
-2.4
161
-2.4
137
-2.4
117
97.5
%-2
.725
4-2
.723
1-2
.719
9-2
.717
2-2
.715
2-2
.712
6-2
.710
0-2
.707
8-2
.7062
-2.7
044
99%
-3.0
684
-3.0
664
-3.0
633
-3.0
608
-3.0
583
-3.0
565
-3.0
552
-3.0
549
-3.0
546
-3.0
536
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.0
966
-2.0
943
-2.0
924
-2.0
910
-2.0
891
-2.0
881
-2.0
866
-2.0
862
-2.0
852
-2.0
842
95%
-2.4
105
-2.4
088
-2.4
077
-2.4
056
-2.4
043
-2.4
029
-2.4
019
-2.4
017
-2.3
999
-2.3
997
97.5
%-2
.703
8-2
.703
0-2
.700
9-2
.700
2-2
.698
6-2
.697
3-2
.696
2-2
.694
8-2
.6934
-2.6
928
99%
-3.0
517
-3.0
492
-3.0
472
-3.0
446
-3.0
432
-3.0
421
-3.0
409
-3.0
400
-3.0
386
-3.0
383
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.0
834
-2.0
828
-2.0
825
-2.0
811
-2.0
806
-2.0
806
-2.0
802
-2.0
789
-2.0
780
-2.0
771
95%
-2.3
992
-2.3
987
-2.3
983
-2.3
977
-2.3
976
-2.3
968
-2.3
964
-2.3
962
-2.3
955
-2.3
953
97.5
%-2
.691
2-2
.690
5-2
.689
4-2
.689
1-2
.688
7-2
.688
0-2
.687
1-2
.687
2-2
.6870
-2.6
863
99%
-3.0
378
-3.0
370
-3.0
359
-3.0
345
-3.0
329
-3.0
316
-3.0
304
-3.0
297
-3.0
293
-3.0
288
Tab
le37
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rP
arze
nke
rnel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept.
47
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-3.0
655
-2.9
778
-2.8
969
-2.8
239
-2.7
548
-2.6
936
-2.6
401
-2.5
957
-2.5
599
-2.5
305
95%
-3.3
273
-3.2
220
-3.1
237
-3.0
407
-2.9
702
-2.9
124
-2.8
732
-2.8
413
-2.8
144
-2.7
931
97.5
%-3
.552
4-3
.432
9-3
.323
3-3
.239
4-3
.171
4-3
.129
0-3
.093
1-3
.067
9-3
.0531
-3.0
350
99%
-3.8
278
-3.6
868
-3.5
726
-3.4
967
-3.4
442
-3.4
070
-3.3
737
-3.3
532
-3.3
366
-3.3
244
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.5
049
-2.4
828
-2.4
656
-2.4
482
-2.4
351
-2.4
218
-2.4
110
-2.4
009
-2.3
909
-2.3
828
95%
-2.7
749
-2.7
603
-2.7
451
-2.7
338
-2.7
230
-2.7
130
-2.7
052
-2.6
979
-2.6
919
-2.6
866
97.5
%-3
.019
7-3
.005
3-2
.994
2-2
.985
2-2
.978
0-2
.970
8-2
.965
6-2
.960
8-2
.9584
-2.9
546
99%
-3.3
149
-3.3
079
-3.3
008
-3.2
948
-3.2
931
-3.2
905
-3.2
897
-3.2
878
-3.2
842
-3.2
794
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.3
748
-2.3
666
-2.3
584
-2.3
515
-2.3
453
-2.3
382
-2.3
325
-2.3
275
-2.3
222
-2.3
177
95%
-2.6
801
-2.6
743
-2.6
691
-2.6
647
-2.6
611
-2.6
578
-2.6
531
-2.6
502
-2.6
468
-2.6
437
97.5
%-2
.951
6-2
.949
5-2
.947
7-2
.944
0-2
.941
0-2
.939
9-2
.937
6-2
.935
9-2
.9327
-2.9
309
99%
-3.2
793
-3.2
765
-3.2
744
-3.2
719
-3.2
709
-3.2
692
-3.2
679
-3.2
653
-3.2
646
-3.2
643
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.3
120
-2.3
076
-2.3
032
-2.2
984
-2.2
942
-2.2
906
-2.2
861
-2.2
814
-2.2
777
-2.2
732
95%
-2.6
413
-2.6
387
-2.6
363
-2.6
333
-2.6
300
-2.6
276
-2.6
251
-2.6
227
-2.6
191
-2.6
163
97.5
%-2
.927
4-2
.926
6-2
.925
1-2
.923
5-2
.922
6-2
.918
9-2
.917
2-2
.915
6-2
.9146
-2.9
115
99%
-3.2
633
-3.2
628
-3.2
615
-3.2
603
-3.2
591
-3.2
577
-3.2
585
-3.2
570
-3.2
563
-3.2
565
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.2
696
-2.2
656
-2.2
616
-2.2
577
-2.2
538
-2.2
492
-2.2
453
-2.2
421
-2.2
386
-2.2
351
95%
-2.6
143
-2.6
116
-2.6
085
-2.6
062
-2.6
023
-2.5
989
-2.5
958
-2.5
932
-2.5
907
-2.5
883
97.5
%-2
.909
4-2
.907
3-2
.905
4-2
.903
5-2
.901
3-2
.899
1-2
.896
5-2
.893
6-2
.8920
-2.8
898
99%
-3.2
566
-3.2
560
-3.2
533
-3.2
520
-3.2
516
-3.2
506
-3.2
507
-3.2
500
-3.2
495
-3.2
484
Tab
le38
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rP
arze
nke
rnel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
48
Bohman
Kern
el
49
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
7896
-10.
3343
-9.8
787
-9.4
905
-9.1
113
-8.7
716
-8.4
324
-8.1
311
-7.8
637
-7.6
079
95%
-13.
3040
-12.
5968
-11.
9527
-11.
3493
-10.
8122
-10.
3180
-9.8
551
-9.4
565
-9.1
025
-8.7
957
97.5
%-1
5.81
07-1
4.81
99-1
3.90
91-1
3.06
89-1
2.35
90-1
1.70
60-1
1.15
48-1
0.69
44-1
0.3
105
-9.9
755
99%
-19.
0359
-17.
6239
-16.
2494
-15.
0907
-14.
1347
-13.
3380
-12.
7496
-12.
2300
-11.8
561
-11.5
491
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-7.3
673
-7.1
650
-6.9
675
-6.7
842
-6.6
292
-6.4
924
-6.3
757
-6.2
614
-6.1
706
-6.0
973
95%
-8.5
200
-8.3
031
-8.1
068
-7.9
398
-7.7
948
-7.6
681
-7.5
506
-7.4
534
-7.3
654
-7.2
940
97.5
%-9
.693
0-9
.445
1-9
.251
8-9
.098
9-8
.984
0-8
.862
6-8
.757
0-8
.666
3-8
.6068
-8.5
281
99%
-11.
2779
-11.
0931
-10.
9090
-10.
7679
-10.
6346
-10.
5492
-10.
4432
-10.
3525
-10.2
664
-10.1
858
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-6.0
272
-5.9
609
-5.8
988
-5.8
504
-5.8
096
-5.7
772
-5.7
405
-5.7
019
-5.6
754
-5.6
499
95%
-7.2
288
-7.1
660
-7.1
110
-7.0
660
-7.0
199
-6.9
825
-6.9
500
-6.9
130
-6.8
984
-6.8
712
97.5
%-8
.477
0-8
.404
0-8
.348
3-8
.311
9-8
.273
3-8
.236
1-8
.211
2-8
.179
1-8
.1496
-8.1
295
99%
-10.
1494
-10.
0793
-10.
0235
-9.9
884
-9.9
463
-9.9
119
-9.8
897
-9.8
474
-9.8
079
-9.7
924
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-5.6
258
-5.6
005
-5.5
808
-5.5
630
-5.5
483
-5.5
328
-5.5
225
-5.5
109
-5.5
005
-5.4
965
95%
-6.8
543
-6.8
386
-6.8
191
-6.8
029
-6.7
930
-6.7
843
-6.7
735
-6.7
635
-6.7
533
-6.7
440
97.5
%-8
.118
4-8
.098
4-8
.082
0-8
.073
0-8
.055
8-8
.041
6-8
.031
8-8
.018
5-8
.0142
-8.0
070
99%
-9.7
677
-9.7
555
-9.7
268
-9.7
087
-9.7
020
-9.7
049
-9.6
902
-9.6
844
-9.6
742
-9.6
631
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-5.4
897
-5.4
817
-5.4
784
-5.4
783
-5.4
720
-5.4
717
-5.4
702
-5.4
744
-5.4
737
-5.4
748
95%
-6.7
439
-6.7
373
-6.7
357
-6.7
342
-6.7
374
-6.7
355
-6.7
332
-6.7
346
-6.7
353
-6.7
329
97.5
%-8
.001
3-7
.999
0-7
.989
6-7
.995
4-7
.984
9-7
.989
1-7
.986
4-7
.994
1-7
.9929
-7.9
941
99%
-9.6
611
-9.6
550
-9.6
481
-9.6
526
-9.6
393
-9.6
386
-9.6
392
-9.6
352
-9.6
352
-9.6
331
Tab
le39
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rB
ohm
anke
rnel
(Tw
o-st
epd
etre
nd
ing).
Inte
rcep
t.
50
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-17.
1781
-15.
9848
-14.
9463
-13.
9800
-13.
1157
-12.
3627
-11.
6932
-11.
1340
-10.6
523
-10.2
595
95%
-20.
1132
-18.
4861
-16.
9882
-15.
7166
-14.
6738
-13.
8016
-13.
0598
-12.
4650
-11.9
849
-11.6
253
97.5
%-2
2.86
11-2
0.68
29-1
8.83
40-1
7.29
64-1
6.09
87-1
5.09
96-1
4.37
51-1
3.81
65-1
3.3
814
-13.0
371
99%
-26.
2541
-23.
3357
-21.
0799
-19.
2506
-17.
8157
-16.
8216
-16.
1020
-15.
5611
-15.1
341
-14.8
055
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-9.9
296
-9.6
485
-9.4
142
-9.2
085
-9.0
317
-8.8
774
-8.7
510
-8.6
291
-8.5
226
-8.4
307
95%
-11.
3251
-11.
0954
-10.
8878
-10.
7250
-10.
5575
-10.
4319
-10.
3189
-10.
2221
-10.1
426
-10.0
455
97.5
%-1
2.75
11-1
2.51
56-1
2.31
99-1
2.16
85-1
2.01
57-1
1.92
53-1
1.82
66-1
1.75
03-1
1.6
974
-11.6
378
99%
-14.
5407
-14.
3570
-14.
2054
-14.
1091
-13.
9770
-13.
8498
-13.
7642
-13.
7130
-13.6
907
-13.6
361
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-8.3
464
-8.2
606
-8.1
729
-8.1
036
-8.0
340
-7.9
776
-7.9
106
-7.8
471
-7.7
849
-7.7
294
95%
-9.9
679
-9.8
913
-9.8
263
-9.7
787
-9.7
228
-9.6
752
-9.6
285
-9.5
877
-9.5
420
-9.4
909
97.5
%-1
1.58
33-1
1.52
04-1
1.49
75-1
1.43
94-1
1.39
28-1
1.35
59-1
1.31
28-1
1.25
13-1
1.2
062
-11.1
787
99%
-13.
6033
-13.
5570
-13.
5205
-13.
4915
-13.
4406
-13.
4390
-13.
3816
-13.
3519
-13.3
433
-13.2
962
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-7.6
806
-7.6
219
-7.5
774
-7.5
267
-7.4
713
-7.4
240
-7.3
754
-7.3
272
-7.2
736
-7.2
241
95%
-9.4
544
-9.4
099
-9.3
651
-9.3
167
-9.2
759
-9.2
296
-9.1
888
-9.1
348
-9.0
875
-9.0
521
97.5
%-1
1.13
73-1
1.10
52-1
1.06
59-1
1.02
43-1
0.98
03-1
0.94
92-1
0.91
49-1
0.87
90-1
0.8
569
-10.8
088
99%
-13.
2722
-13.
2332
-13.
2023
-13.
1783
-13.
1637
-13.
1295
-13.
0985
-13.
0852
-13.0
281
-12.9
970
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-7.1
774
-7.1
293
-7.0
834
-7.0
368
-6.9
877
-6.9
452
-6.9
010
-6.8
565
-6.8
124
-6.7
657
95%
-9.0
059
-8.9
648
-8.9
201
-8.8
826
-8.8
332
-8.7
924
-8.7
439
-8.6
973
-8.6
558
-8.6
101
97.5
%-1
0.77
82-1
0.74
13-1
0.70
08-1
0.65
77-1
0.61
60-1
0.57
04-1
0.53
40-1
0.49
47-1
0.4
563
-10.4
160
99%
-12.
9663
-12.
9270
-12.
8856
-12.
8543
-12.
8159
-12.
7730
-12.
7527
-12.
7155
-12.6
675
-12.6
252
Tab
le40
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rB
ohm
anker
nel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept
and
lin
ear
tren
d.
51
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-2.5
255
-2.4
857
-2.4
448
-2.4
063
-2.3
691
-2.3
339
-2.3
010
-2.2
719
-2.2
468
-2.2
259
95%
-2.8
139
-2.7
573
-2.7
080
-2.6
612
-2.6
157
-2.5
825
-2.5
535
-2.5
338
-2.5
174
-2.5
043
97.5
%-3
.074
3-3
.005
0-2
.945
8-2
.895
8-2
.856
5-2
.831
3-2
.809
1-2
.790
7-2
.7800
-2.7
687
99%
-3.3
550
-3.2
840
-3.2
225
-3.1
827
-3.1
564
-3.1
399
-3.1
220
-3.1
127
-3.1
037
-3.0
949
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.2
080
-2.1
936
-2.1
799
-2.1
686
-2.1
591
-2.1
523
-2.1
440
-2.1
364
-2.1
303
-2.1
245
95%
-2.4
915
-2.4
793
-2.4
712
-2.4
638
-2.4
574
-2.4
516
-2.4
475
-2.4
434
-2.4
382
-2.4
346
97.5
%-2
.760
8-2
.753
8-2
.750
2-2
.744
3-2
.741
4-2
.736
3-2
.732
2-2
.729
0-2
.7259
-2.7
241
99%
-3.0
922
-3.0
896
-3.0
855
-3.0
826
-3.0
795
-3.0
770
-3.0
748
-3.0
730
-3.0
700
-3.0
680
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.1
201
-2.1
157
-2.1
119
-2.1
082
-2.1
053
-2.1
026
-2.1
002
-2.0
982
-2.0
956
-2.0
933
95%
-2.4
293
-2.4
255
-2.4
241
-2.4
208
-2.4
185
-2.4
148
-2.4
135
-2.4
113
-2.4
094
-2.4
083
97.5
%-2
.721
3-2
.718
0-2
.715
8-2
.713
0-2
.710
3-2
.708
5-2
.705
9-2
.705
0-2
.7040
-2.7
019
99%
-3.0
646
-3.0
617
-3.0
583
-3.0
578
-3.0
552
-3.0
548
-3.0
542
-3.0
524
-3.0
515
-3.0
494
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.0
913
-2.0
899
-2.0
887
-2.0
873
-2.0
861
-2.0
851
-2.0
843
-2.0
835
-2.0
827
-2.0
821
95%
-2.4
062
-2.4
048
-2.4
041
-2.4
025
-2.4
018
-2.4
003
-2.3
996
-2.3
994
-2.3
988
-2.3
980
97.5
%-2
.700
5-2
.698
8-2
.697
4-2
.696
5-2
.694
6-2
.693
4-2
.692
9-2
.692
3-2
.6902
-2.6
898
99%
-3.0
460
-3.0
439
-3.0
426
-3.0
411
-3.0
402
-3.0
393
-3.0
383
-3.0
378
-3.0
359
-3.0
349
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.0
807
-2.0
801
-2.0
803
-2.0
794
-2.0
780
-2.0
772
-2.0
764
-2.0
760
-2.0
762
-2.0
761
95%
-2.3
978
-2.3
974
-2.3
967
-2.3
965
-2.3
959
-2.3
953
-2.3
950
-2.3
946
-2.3
946
-2.3
946
97.5
%-2
.689
4-2
.689
4-2
.688
6-2
.688
1-2
.687
3-2
.686
8-2
.685
3-2
.684
2-2
.6839
-2.6
834
99%
-3.0
332
-3.0
318
-3.0
316
-3.0
305
-3.0
295
-3.0
294
-3.0
283
-3.0
265
-3.0
257
-3.0
252
Tab
le41
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rB
ohm
anke
rnel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept.
52
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-3.0
580
-2.9
647
-2.8
802
-2.8
015
-2.7
295
-2.6
664
-2.6
141
-2.5
714
-2.5
379
-2.5
099
95%
-3.3
200
-3.2
053
-3.1
021
-3.0
163
-2.9
452
-2.8
921
-2.8
531
-2.8
228
-2.7
979
-2.7
785
97.5
%-3
.543
4-3
.412
9-3
.299
1-3
.216
0-3
.153
4-3
.110
9-3
.078
6-3
.058
0-3
.0396
-3.0
213
99%
-3.8
155
-3.6
640
-3.5
568
-3.4
754
-3.4
286
-3.3
885
-3.3
617
-3.3
393
-3.3
282
-3.3
155
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.4
852
-2.4
658
-2.4
482
-2.4
337
-2.4
194
-2.4
080
-2.3
962
-2.3
875
-2.3
781
-2.3
690
95%
-2.7
621
-2.7
463
-2.7
336
-2.7
217
-2.7
116
-2.7
021
-2.6
960
-2.6
902
-2.6
836
-2.6
765
97.5
%-3
.007
3-2
.995
2-2
.984
8-2
.976
0-2
.969
4-2
.964
3-2
.959
5-2
.956
5-2
.9535
-2.9
507
99%
-3.3
093
-3.3
008
-3.2
943
-3.2
933
-3.2
905
-3.2
896
-3.2
877
-3.2
819
-3.2
800
-3.2
781
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.3
603
-2.3
531
-2.3
458
-2.3
389
-2.3
324
-2.3
275
-2.3
209
-2.3
159
-2.3
107
-2.3
057
95%
-2.6
707
-2.6
661
-2.6
616
-2.6
581
-2.6
538
-2.6
502
-2.6
461
-2.6
438
-2.6
411
-2.6
383
97.5
%-2
.949
0-2
.944
6-2
.941
7-2
.939
8-2
.938
5-2
.935
6-2
.931
9-2
.930
2-2
.9271
-2.9
266
99%
-3.2
756
-3.2
731
-3.2
717
-3.2
694
-3.2
660
-3.2
648
-3.2
633
-3.2
639
-3.2
638
-3.2
634
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.3
009
-2.2
963
-2.2
923
-2.2
872
-2.2
824
-2.2
781
-2.2
736
-2.2
686
-2.2
646
-2.2
606
95%
-2.6
350
-2.6
315
-2.6
291
-2.6
258
-2.6
232
-2.6
194
-2.6
169
-2.6
145
-2.6
113
-2.6
079
97.5
%-2
.925
2-2
.923
0-2
.920
0-2
.917
2-2
.916
3-2
.915
0-2
.911
2-2
.910
1-2
.9077
-2.9
049
99%
-3.2
614
-3.2
604
-3.2
585
-3.2
584
-3.2
577
-3.2
576
-3.2
569
-3.2
567
-3.2
553
-3.2
545
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.2
561
-2.2
515
-2.2
478
-2.2
437
-2.2
396
-2.2
355
-2.2
320
-2.2
289
-2.2
251
-2.2
216
95%
-2.6
042
-2.6
009
-2.5
969
-2.5
942
-2.5
917
-2.5
885
-2.5
860
-2.5
836
-2.5
810
-2.5
786
97.5
%-2
.902
9-2
.900
0-2
.897
1-2
.894
7-2
.892
0-2
.889
7-2
.886
7-2
.884
7-2
.8826
-2.8
813
99%
-3.2
528
-3.2
528
-3.2
533
-3.2
505
-3.2
503
-3.2
492
-3.2
460
-3.2
437
-3.2
422
-3.2
410
Tab
le42
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rB
ohm
anke
rnel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end.
53
Daniell
Kern
el
54
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
7063
-10.
1436
-9.6
464
-9.1
559
-8.7
090
-8.3
656
-8.0
346
-7.7
184
-7.4
369
-7.1
773
95%
-13.
2068
-12.
4578
-11.
6969
-10.
9920
-10.
3947
-9.9
027
-9.5
212
-9.1
232
-8.8
144
-8.5
162
97.5
%-1
5.75
36-1
4.59
69-1
3.56
68-1
2.74
34-1
2.02
21-1
1.38
30-1
0.86
15-1
0.43
84-1
0.0
995
-9.7
798
99%
-18.
9763
-17.
3753
-15.
9338
-14.
8844
-14.
0012
-13.
1918
-12.
6497
-12.
1537
-11.7
296
-11.4
133
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-6.9
618
-6.7
625
-6.5
618
-6.3
833
-6.2
338
-6.1
142
-6.0
142
-5.9
325
-5.8
663
-5.8
137
95%
-8.2
507
-8.0
127
-7.7
939
-7.6
218
-7.4
737
-7.3
476
-7.2
418
-7.1
735
-7.1
158
-7.0
591
97.5
%-9
.497
9-9
.211
2-9
.030
9-8
.892
9-8
.780
5-8
.662
5-8
.570
2-8
.506
5-8
.4142
-8.3
586
99%
-11.
1797
-10.
9490
-10.
8313
-10.
6607
-10.
5319
-10.
4473
-10.
3428
-10.
2331
-10.1
383
-10.0
285
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-5.7
651
-5.7
057
-5.6
638
-5.6
236
-5.5
925
-5.5
613
-5.5
411
-5.5
215
-5.5
086
-5.4
988
95%
-7.0
410
-7.0
097
-6.9
756
-6.9
525
-6.9
231
-6.8
938
-6.8
740
-6.8
569
-6.8
365
-6.8
266
97.5
%-8
.301
3-8
.264
9-8
.232
6-8
.202
7-8
.185
1-8
.169
1-8
.160
7-8
.142
8-8
.1325
-8.1
122
99%
-10.
0278
-10.
0137
-10.
0085
-9.9
899
-9.9
809
-9.9
584
-9.9
539
-9.9
512
-9.9
405
-9.9
155
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-5.4
882
-5.4
770
-5.4
801
-5.4
792
-5.4
782
-5.4
871
-5.4
910
-5.5
019
-5.5
127
-5.5
291
95%
-6.8
150
-6.7
994
-6.7
871
-6.7
775
-6.7
680
-6.7
553
-6.7
638
-6.7
623
-6.7
755
-6.7
818
97.5
%-8
.090
4-8
.081
0-8
.082
6-8
.071
1-8
.059
8-8
.040
8-8
.037
6-8
.051
2-8
.0626
-8.0
677
99%
-9.8
891
-9.8
313
-9.8
242
-9.8
150
-9.7
718
-9.7
482
-9.7
377
-9.7
331
-9.7
111
-9.7
401
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-5.5
380
-5.5
490
-5.5
606
-5.5
803
-5.5
938
-5.6
135
-5.6
322
-5.6
510
-5.6
728
-5.6
895
95%
-6.7
868
-6.8
034
-6.8
211
-6.8
461
-6.8
700
-6.8
933
-6.9
093
-6.9
328
-6.9
566
-6.9
830
97.5
%-8
.081
9-8
.087
0-8
.113
8-8
.129
3-8
.149
7-8
.174
9-8
.199
0-8
.219
7-8
.2484
-8.2
763
99%
-9.7
512
-9.7
370
-9.7
517
-9.7
732
-9.8
064
-9.8
396
-9.8
844
-9.8
907
-9.9
314
-9.9
715
Tab
le43
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rD
anie
llker
nel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept.
55
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-16.
9648
-15.
6067
-14.
4363
-13.
3879
-12.
5177
-11.
7998
-11.
2247
-10.
7034
-10.2
670
-9.8
677
95%
-19.
9323
-18.
0543
-16.
5118
-15.
2468
-14.
2294
-13.
4065
-12.
7701
-12.
1889
-11.7
309
-11.3
611
97.5
%-2
2.66
08-2
0.23
71-1
8.46
71-1
6.92
70-1
5.77
62-1
4.94
35-1
4.20
83-1
3.60
94-1
3.1
705
-12.8
732
99%
-25.
9425
-23.
1500
-20.
8568
-19.
0430
-17.
7701
-16.
8500
-16.
0778
-15.
5081
-15.1
547
-14.8
838
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-9.5
207
-9.2
358
-9.0
486
-8.9
107
-8.7
873
-8.6
693
-8.5
483
-8.4
251
-8.3
236
-8.2
204
95%
-11.
0546
-10.
8156
-10.
6518
-10.
5282
-10.
4495
-10.
3867
-10.
2951
-10.
1911
-10.0
912
-10.0
078
97.5
%-1
2.58
26-1
2.35
17-1
2.19
98-1
2.12
98-1
2.09
27-1
2.07
20-1
2.04
38-1
1.95
93-1
1.8
567
-11.7
560
99%
-14.
5639
-14.
3881
-14.
2673
-14.
1809
-14.
1165
-14.
1333
-14.
1268
-14.
0528
-13.9
667
-13.9
490
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-8.1
101
-8.0
220
-7.9
281
-7.8
560
-7.7
827
-7.7
113
-7.6
182
-7.5
380
-7.4
497
-7.3
601
95%
-9.9
323
-9.8
519
-9.7
867
-9.7
374
-9.6
726
-9.6
167
-9.5
506
-9.4
835
-9.3
931
-9.3
111
97.5
%-1
1.66
74-1
1.58
78-1
1.53
95-1
1.50
88-1
1.46
74-1
1.42
27-1
1.38
42-1
1.33
14-1
1.2
723
-11.1
959
99%
-13.
9177
-13.
8598
-13.
7663
-13.
7140
-13.
7083
-13.
6870
-13.
6833
-13.
6553
-13.5
849
-13.5
466
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-7.2
594
-7.1
612
-7.0
670
-6.9
699
-6.8
747
-6.7
819
-6.6
893
-6.5
990
-6.5
179
-6.4
370
95%
-9.2
217
-9.1
308
-9.0
340
-8.9
301
-8.8
318
-8.7
274
-8.6
260
-8.5
306
-8.4
356
-8.3
527
97.5
%-1
1.12
12-1
1.03
26-1
0.94
00-1
0.84
17-1
0.73
92-1
0.62
42-1
0.52
00-1
0.41
15-1
0.3
146
-10.2
141
99%
-13.
4749
-13.
4086
-13.
3185
-13.
2199
-13.
0997
-12.
9975
-12.
8773
-12.
7515
-12.6
327
-12.5
375
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-6.3
545
-6.2
755
-6.1
953
-6.1
235
-6.0
671
-6.0
027
-5.9
441
-5.8
895
-5.8
446
-5.7
985
95%
-8.2
666
-8.1
807
-8.1
034
-8.0
263
-7.9
566
-7.8
855
-7.8
178
-7.7
523
-7.6
903
-7.6
347
97.5
%-1
0.11
62-1
0.03
06-9
.926
8-9
.839
7-9
.767
4-9
.694
6-9
.630
5-9
.560
2-9
.4986
-9.4
336
99%
-12.
4339
-12.
3201
-12.
1999
-12.
1081
-12.
0526
-11.
9854
-11.
9289
-11.
8350
-11.7
702
-11.7
185
Tab
le44
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rD
anie
llker
nel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
56
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-2.5
223
-2.4
756
-2.4
309
-2.3
830
-2.3
402
-2.3
054
-2.2
779
-2.2
500
-2.2
281
-2.2
063
95%
-2.8
070
-2.7
512
-2.6
908
-2.6
407
-2.6
050
-2.5
684
-2.5
467
-2.5
247
-2.5
095
-2.4
936
97.5
%-3
.065
3-2
.995
8-2
.933
5-2
.883
7-2
.855
1-2
.827
1-2
.802
8-2
.790
9-2
.7833
-2.7
757
99%
-3.3
505
-3.2
687
-3.2
159
-3.1
893
-3.1
581
-3.1
368
-3.1
328
-3.1
179
-3.1
145
-3.1
125
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.1
862
-2.1
703
-2.1
581
-2.1
456
-2.1
365
-2.1
287
-2.1
210
-2.1
165
-2.1
114
-2.1
082
95%
-2.4
808
-2.4
699
-2.4
637
-2.4
541
-2.4
488
-2.4
453
-2.4
411
-2.4
370
-2.4
334
-2.4
299
97.5
%-2
.765
6-2
.756
5-2
.748
1-2
.743
9-2
.738
1-2
.734
7-2
.733
3-2
.730
2-2
.7280
-2.7
243
99%
-3.1
102
-3.1
100
-3.1
068
-3.1
011
-3.0
962
-3.0
908
-3.0
873
-3.0
887
-3.0
878
-3.0
807
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.1
052
-2.1
018
-2.0
985
-2.0
963
-2.0
945
-2.0
926
-2.0
906
-2.0
882
-2.0
858
-2.0
843
95%
-2.4
243
-2.4
221
-2.4
197
-2.4
180
-2.4
152
-2.4
131
-2.4
117
-2.4
084
-2.4
067
-2.4
043
97.5
%-2
.721
3-2
.718
2-2
.713
0-2
.708
8-2
.705
3-2
.703
0-2
.700
9-2
.698
4-2
.6963
-2.6
940
99%
-3.0
751
-3.0
688
-3.0
673
-3.0
644
-3.0
592
-3.0
560
-3.0
532
-3.0
486
-3.0
452
-3.0
427
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.0
821
-2.0
807
-2.0
788
-2.0
783
-2.0
779
-2.0
775
-2.0
768
-2.0
773
-2.0
777
-2.0
783
95%
-2.4
017
-2.4
010
-2.4
002
-2.3
991
-2.3
979
-2.3
969
-2.3
939
-2.3
932
-2.3
930
-2.3
924
97.5
%-2
.692
6-2
.690
5-2
.689
0-2
.687
9-2
.686
8-2
.685
9-2
.684
6-2
.683
7-2
.6815
-2.6
813
99%
-3.0
390
-3.0
374
-3.0
349
-3.0
312
-3.0
290
-3.0
266
-3.0
263
-3.0
256
-3.0
237
-3.0
218
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.0
781
-2.0
786
-2.0
793
-2.0
805
-2.0
812
-2.0
823
-2.0
839
-2.0
848
-2.0
864
-2.0
872
95%
-2.3
924
-2.3
925
-2.3
936
-2.3
939
-2.3
942
-2.3
953
-2.3
961
-2.3
969
-2.3
984
-2.3
992
97.5
%-2
.681
1-2
.681
0-2
.682
0-2
.681
4-2
.682
8-2
.682
7-2
.682
9-2
.684
2-2
.6844
-2.6
847
99%
-3.0
201
-3.0
197
-3.0
193
-3.0
179
-3.0
177
-3.0
181
-3.0
183
-3.0
179
-3.0
172
-3.0
183
Tab
le45
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rD
anie
llke
rnel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept.
57
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-3.0
455
-2.9
383
-2.8
425
-2.7
580
-2.6
864
-2.6
271
-2.5
765
-2.5
312
-2.4
983
-2.4
681
95%
-3.3
070
-3.1
772
-3.0
706
-2.9
835
-2.9
147
-2.8
665
-2.8
255
-2.7
938
-2.7
726
-2.7
503
97.5
%-3
.535
1-3
.388
6-3
.277
0-3
.191
0-3
.127
8-3
.090
4-3
.059
6-3
.035
5-3
.0124
-3.0
018
99%
-3.7
926
-3.6
427
-3.5
390
-3.4
567
-3.3
993
-3.3
613
-3.3
419
-3.3
253
-3.3
267
-3.3
196
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.4
410
-2.4
211
-2.4
087
-2.3
981
-2.3
907
-2.3
833
-2.3
746
-2.3
660
-2.3
564
-2.3
460
95%
-2.7
321
-2.7
168
-2.7
064
-2.6
996
-2.6
958
-2.6
931
-2.6
920
-2.6
866
-2.6
820
-2.6
727
97.5
%-2
.990
1-2
.983
6-2
.980
1-2
.975
5-2
.974
6-2
.974
4-2
.971
5-2
.969
5-2
.9647
-2.9
593
99%
-3.3
099
-3.3
049
-3.2
962
-3.2
879
-3.2
897
-3.2
916
-3.2
933
-3.2
950
-3.2
945
-3.2
951
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.3
355
-2.3
259
-2.3
186
-2.3
111
-2.3
039
-2.2
965
-2.2
887
-2.2
813
-2.2
743
-2.2
678
95%
-2.6
668
-2.6
613
-2.6
548
-2.6
505
-2.6
449
-2.6
411
-2.6
362
-2.6
319
-2.6
275
-2.6
220
97.5
%-2
.954
4-2
.949
7-2
.944
9-2
.940
5-2
.937
3-2
.933
4-2
.931
2-2
.928
5-2
.9237
-2.9
191
99%
-3.2
916
-3.2
908
-3.2
864
-3.2
843
-3.2
820
-3.2
802
-3.2
791
-3.2
750
-3.2
761
-3.2
747
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.2
611
-2.2
543
-2.2
475
-2.2
403
-2.2
330
-2.2
253
-2.2
180
-2.2
118
-2.2
044
-2.1
977
95%
-2.6
160
-2.6
094
-2.6
035
-2.5
986
-2.5
933
-2.5
884
-2.5
830
-2.5
772
-2.5
722
-2.5
676
97.5
%-2
.915
0-2
.910
7-2
.905
2-2
.900
4-2
.895
6-2
.891
7-2
.887
2-2
.883
2-2
.8792
-2.8
759
99%
-3.2
729
-3.2
701
-3.2
665
-3.2
645
-3.2
606
-3.2
565
-3.2
518
-3.2
475
-3.2
448
-3.2
399
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.1
917
-2.1
853
-2.1
810
-2.1
769
-2.1
727
-2.1
690
-2.1
652
-2.1
613
-2.1
583
-2.1
559
95%
-2.5
628
-2.5
584
-2.5
536
-2.5
490
-2.5
452
-2.5
395
-2.5
362
-2.5
332
-2.5
314
-2.5
287
97.5
%-2
.871
7-2
.866
9-2
.864
6-2
.860
5-2
.856
4-2
.853
1-2
.850
7-2
.847
1-2
.8454
-2.8
442
99%
-3.2
371
-3.2
326
-3.2
292
-3.2
253
-3.2
207
-3.2
211
-3.2
178
-3.2
164
-3.2
135
-3.2
100
Tab
le46
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rD
anie
llke
rnel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
58
Quadra
ticSpectra
lKern
el
59
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-10.
5405
-9.8
588
-9.2
617
-8.7
032
-8.2
316
-7.8
000
-7.4
482
-7.1
188
-6.8
374
-6.6
090
95%
-12.
9376
-11.
9504
-11.
0550
-10.
2806
-9.6
184
-9.1
009
-8.6
902
-8.3
184
-8.0
418
-7.7
838
97.5
%-1
5.31
72-1
3.86
96-1
2.68
22-1
1.70
63-1
0.95
19-1
0.32
74-9
.847
5-9
.485
9-9
.2028
-8.9
979
99%
-18.
3599
-16.
2782
-14.
5801
-13.
4265
-12.
5749
-11.
9168
-11.
4264
-11.
1219
-10.8
742
-10.6
574
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-6.4
104
-6.2
393
-6.1
007
-5.9
874
-5.8
965
-5.8
238
-5.7
567
-5.6
942
-5.6
513
-5.6
134
95%
-7.6
011
-7.4
402
-7.2
982
-7.1
910
-7.1
065
-7.0
336
-6.9
800
-6.9
388
-6.8
894
-6.8
672
97.5
%-8
.817
8-8
.679
9-8
.563
3-8
.451
6-8
.379
0-8
.316
5-8
.254
5-8
.209
5-8
.1633
-8.1
171
99%
-10.
4876
-10.
3246
-10.
2187
-10.
1369
-10.
0573
-9.9
843
-9.9
269
-9.8
780
-9.8
363
-9.8
252
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-5.5
873
-5.5
570
-5.5
343
-5.5
152
-5.5
028
-5.4
879
-5.4
787
-5.4
744
-5.4
746
-5.4
758
95%
-6.8
495
-6.8
223
-6.8
007
-6.7
868
-6.7
791
-6.7
671
-6.7
523
-6.7
490
-6.7
406
-6.7
301
97.5
%-8
.091
5-8
.074
7-8
.067
3-8
.050
9-8
.039
0-8
.039
4-8
.031
4-8
.014
1-8
.0162
-8.0
175
99%
-9.7
931
-9.7
818
-9.7
770
-9.7
677
-9.7
504
-9.7
358
-9.7
358
-9.7
192
-9.7
146
-9.6
933
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-5.4
738
-5.4
811
-5.4
920
-5.5
012
-5.5
114
-5.5
275
-5.5
362
-5.5
486
-5.5
643
-5.5
813
95%
-6.7
292
-6.7
416
-6.7
448
-6.7
547
-6.7
622
-6.7
732
-6.7
873
-6.8
112
-6.8
377
-6.8
608
97.5
%-8
.018
1-8
.014
2-8
.024
2-8
.027
8-8
.045
4-8
.067
9-8
.079
8-8
.097
2-8
.1166
-8.1
411
99%
-9.6
973
-9.6
784
-9.6
861
-9.7
011
-9.7
355
-9.7
489
-9.7
600
-9.7
540
-9.7
918
-9.8
014
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-5.6
029
-5.6
238
-5.6
396
-5.6
625
-5.6
873
-5.7
114
-5.7
323
-5.7
469
-5.7
677
-5.7
886
95%
-6.8
846
-6.9
019
-6.9
318
-6.9
590
-6.9
786
-7.0
087
-7.0
362
-7.0
638
-7.0
977
-7.1
237
97.5
%-8
.157
0-8
.181
3-8
.213
1-8
.238
2-8
.281
7-8
.302
2-8
.332
4-8
.373
0-8
.4061
-8.4
384
99%
-9.8
374
-9.8
848
-9.9
085
-9.9
498
-9.9
762
-10.
0187
-10.
0530
-10.
0880
-10.1
257
-10.1
709
Tab
le47
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rQ
uad
rati
cS
pec
tral
ker
nel
(Tw
o-st
epd
etre
nd
ing).
Inte
rcep
t.
60
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.1
80.2
0
90%
-16.
5453
-14.
8988
-13.
4654
-12.
3114
-11.
3832
-10.
6630
-10.
1062
-9.6
485
-9.2
854
-9.0
038
95%
-19.
2600
-16.
9512
-15.
1744
-13.
8042
-12.
7782
-12.
0072
-11.
4823
-11.
0892
-10.8
068
-10.5
665
97.5
%-2
1.73
35-1
8.86
15-1
6.72
24-1
5.16
80-1
4.11
03-1
3.39
99-1
2.90
85-1
2.53
07-1
2.2
543
-12.0
648
99%
-24.
7027
-21.
1428
-18.
6332
-16.
8731
-15.
8641
-15.
1932
-14.
7531
-14.
4573
-14.1
983
-14.0
223
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.3
80.4
0
90%
-8.7
835
-8.6
130
-8.4
722
-8.3
384
-8.2
222
-8.1
272
-8.0
179
-7.9
229
-7.8
231
-7.7
318
95%
-10.
3655
-10.
2244
-10.
0794
-9.9
780
-9.8
881
-9.8
243
-9.7
466
-9.6
887
-9.6
181
-9.5
383
97.5
%-1
1.92
72-1
1.79
38-1
1.72
08-1
1.64
36-1
1.57
25-1
1.51
99-1
1.45
75-1
1.40
95-1
1.3
384
-11.2
811
99%
-13.
9147
-13.
8225
-13.
7391
-13.
6474
-13.
5854
-13.
5761
-13.
5596
-13.
5360
-13.5
149
-13.4
829
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.5
80.6
0
90%
-7.6
536
-7.5
621
-7.4
778
-7.4
010
-7.3
232
-7.2
396
-7.1
564
-7.0
651
-6.9
717
-6.8
850
95%
-9.4
825
-9.3
997
-9.3
359
-9.2
466
-9.1
900
-9.1
058
-9.0
210
-8.9
403
-8.8
639
-8.7
787
97.5
%-1
1.21
43-1
1.15
00-1
1.09
02-1
1.03
86-1
0.97
38-1
0.91
37-1
0.83
63-1
0.76
82-1
0.6
858
-10.5
999
99%
-13.
3927
-13.
3521
-13.
2922
-13.
2369
-13.
2063
-13.
1472
-13.
0853
-13.
0266
-12.9
565
-12.8
769
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.7
80.8
0
90%
-6.7
941
-6.7
101
-6.6
228
-6.5
337
-6.4
549
-6.3
796
-6.2
989
-6.2
233
-6.1
515
-6.0
915
95%
-8.6
955
-8.6
064
-8.5
197
-8.4
294
-8.3
465
-8.2
652
-8.1
890
-8.1
142
-8.0
415
-7.9
728
97.5
%-1
0.51
57-1
0.43
53-1
0.35
25-1
0.26
39-1
0.18
33-1
0.09
07-1
0.00
21-9
.922
7-9
.8448
-9.7
864
99%
-12.
8101
-12.
7304
-12.
6387
-12.
5480
-12.
4440
-12.
3507
-12.
2632
-12.
1914
-12.1
164
-12.0
415
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.9
81.0
0
90%
-6.0
321
-5.9
775
-5.9
231
-5.8
646
-5.8
111
-5.7
659
-5.7
203
-5.6
749
-5.6
340
-5.5
997
95%
-7.9
002
-7.8
245
-7.7
630
-7.7
011
-7.6
465
-7.5
966
-7.5
503
-7.5
126
-7.4
725
-7.4
364
97.5
%-9
.709
9-9
.642
7-9
.569
6-9
.507
8-9
.462
6-9
.382
7-9
.314
3-9
.275
7-9
.2448
-9.2
033
99%
-11.
9842
-11.
9110
-11.
8569
-11.
7994
-11.
7436
-11.
7061
-11.
6553
-11.
6007
-11.5
449
-11.4
896
Tab
le48
:F
ixed
-bcr
itic
alva
lues
for
coeffi
cien
tte
stfo
rQ
uad
rati
cS
pec
tral
ker
nel
(Tw
o-st
epd
etre
nd
ing)
.In
terc
ept
an
dli
nea
rtr
end
.
61
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-2.5
046
-2.4
438
-2.3
835
-2.3
304
-2.2
845
-2.2
455
-2.2
179
-2.1
941
-2.1
744
-2.1
596
95%
-2.7
870
-2.7
086
-2.6
372
-2.5
833
-2.5
447
-2.5
190
-2.4
986
-2.4
827
-2.4
713
-2.4
588
97.5
%-3
.037
6-2
.946
8-2
.875
3-2
.829
7-2
.801
8-2
.779
9-2
.769
3-2
.758
6-2
.7503
-2.7
462
99%
-3.3
147
-3.2
241
-3.1
686
-3.1
431
-3.1
205
-3.1
084
-3.1
025
-3.0
955
-3.0
894
-3.0
859
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.1
458
-2.1
338
-2.1
250
-2.1
175
-2.1
111
-2.1
063
-2.1
013
-2.0
983
-2.0
957
-2.0
920
95%
-2.4
503
-2.4
437
-2.4
352
-2.4
318
-2.4
266
-2.4
239
-2.4
196
-2.4
165
-2.4
130
-2.4
099
97.5
%-2
.737
9-2
.733
7-2
.728
3-2
.722
9-2
.717
8-2
.716
0-2
.713
0-2
.709
3-2
.7051
-2.7
028
99%
-3.0
880
-3.0
812
-3.0
770
-3.0
731
-3.0
689
-3.0
649
-3.0
635
-3.0
612
-3.0
559
-3.0
517
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.0
903
-2.0
879
-2.0
855
-2.0
843
-2.0
833
-2.0
821
-2.0
803
-2.0
788
-2.0
778
-2.0
774
95%
-2.4
078
-2.4
053
-2.4
048
-2.4
032
-2.4
014
-2.4
003
-2.3
986
-2.3
980
-2.3
972
-2.3
965
97.5
%-2
.701
2-2
.699
4-2
.697
2-2
.695
0-2
.693
0-2
.692
6-2
.692
2-2
.690
3-2
.6883
-2.6
860
99%
-3.0
481
-3.0
471
-3.0
440
-3.0
404
-3.0
379
-3.0
353
-3.0
334
-3.0
322
-3.0
314
-3.0
285
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.0
774
-2.0
772
-2.0
766
-2.0
767
-2.0
770
-2.0
782
-2.0
787
-2.0
790
-2.0
795
-2.0
800
95%
-2.3
961
-2.3
951
-2.3
943
-2.3
934
-2.3
931
-2.3
931
-2.3
934
-2.3
934
-2.3
950
-2.3
945
97.5
%-2
.686
3-2
.684
3-2
.683
9-2
.681
9-2
.682
3-2
.682
6-2
.682
2-2
.681
6-2
.6822
-2.6
826
99%
-3.0
270
-3.0
257
-3.0
239
-3.0
228
-3.0
208
-3.0
218
-3.0
217
-3.0
193
-3.0
193
-3.0
190
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.0
815
-2.0
826
-2.0
845
-2.0
864
-2.0
871
-2.0
890
-2.0
907
-2.0
927
-2.0
950
-2.0
962
95%
-2.3
954
-2.3
967
-2.3
977
-2.3
985
-2.3
992
-2.4
000
-2.4
021
-2.4
040
-2.4
053
-2.4
070
97.5
%-2
.683
2-2
.684
4-2
.684
4-2
.685
0-2
.685
8-2
.687
8-2
.689
0-2
.689
8-2
.6917
-2.6
929
99%
-3.0
182
-3.0
180
-3.0
178
-3.0
183
-3.0
181
-3.0
197
-3.0
193
-3.0
191
-3.0
220
-3.0
230
Tab
le49
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rQ
uad
rati
cS
pec
tral
kern
el(T
wo-
step
det
ren
din
g).
Inte
rcep
t.
62
0.02
0.04
0.06
0.08
0.10
0.12
0.14
0.16
0.18
0.2
0
90%
-3.0
086
-2.8
768
-2.7
615
-2.6
637
-2.5
893
-2.5
358
-2.4
929
-2.4
596
-2.4
350
-2.4
142
95%
-3.2
608
-3.1
007
-2.9
765
-2.8
912
-2.8
337
-2.7
946
-2.7
683
-2.7
442
-2.7
235
-2.7
081
97.5
%-3
.477
2-3
.300
4-3
.176
3-3
.106
1-3
.064
0-3
.033
4-3
.013
1-2
.991
7-2
.9779
-2.9
707
99%
-3.7
339
-3.5
507
-3.4
458
-3.3
797
-3.3
448
-3.3
237
-3.3
134
-3.3
025
-3.2
985
-3.2
930
0.22
0.24
0.26
0.28
0.30
0.32
0.34
0.36
0.38
0.4
0
90%
-2.3
963
-2.3
829
-2.3
686
-2.3
575
-2.3
481
-2.3
384
-2.3
305
-2.3
214
-2.3
123
-2.3
039
95%
-2.6
971
-2.6
855
-2.6
769
-2.6
695
-2.6
650
-2.6
605
-2.6
577
-2.6
528
-2.6
461
-2.6
401
97.5
%-2
.963
8-2
.960
5-2
.956
0-2
.951
8-2
.947
8-2
.945
6-2
.941
3-2
.937
6-2
.9355
-2.9
327
99%
-3.2
885
-3.2
823
-3.2
802
-3.2
761
-3.2
716
-3.2
733
-3.2
758
-3.2
760
-3.2
735
-3.2
701
0.42
0.44
0.46
0.48
0.50
0.52
0.54
0.56
0.58
0.6
0
90%
-2.2
954
-2.2
873
-2.2
805
-2.2
735
-2.2
666
-2.2
591
-2.2
513
-2.2
441
-2.2
369
-2.2
306
95%
-2.6
361
-2.6
311
-2.6
262
-2.6
195
-2.6
145
-2.6
082
-2.6
038
-2.5
993
-2.5
939
-2.5
895
97.5
%-2
.928
3-2
.924
0-2
.919
2-2
.913
6-2
.909
5-2
.907
0-2
.903
1-2
.899
5-2
.8962
-2.8
925
99%
-3.2
688
-3.2
665
-3.2
648
-3.2
633
-3.2
623
-3.2
600
-3.2
583
-3.2
571
-3.2
554
-3.2
504
0.62
0.64
0.66
0.68
0.70
0.72
0.74
0.76
0.78
0.8
0
90%
-2.2
236
-2.2
163
-2.2
099
-2.2
039
-2.1
975
-2.1
921
-2.1
874
-2.1
830
-2.1
784
-2.1
744
95%
-2.5
851
-2.5
802
-2.5
752
-2.5
717
-2.5
664
-2.5
617
-2.5
569
-2.5
516
-2.5
478
-2.5
430
97.5
%-2
.888
3-2
.884
0-2
.878
5-2
.875
1-2
.871
2-2
.868
4-2
.865
3-2
.862
1-2
.8588
-2.8
557
99%
-3.2
469
-3.2
441
-3.2
403
-3.2
378
-3.2
348
-3.2
324
-3.2
290
-3.2
250
-3.2
218
-3.2
198
0.82
0.84
0.86
0.88
0.90
0.92
0.94
0.96
0.98
1.0
0
90%
-2.1
708
-2.1
663
-2.1
633
-2.1
593
-2.1
564
-2.1
540
-2.1
517
-2.1
492
-2.1
468
-2.1
454
95%
-2.5
402
-2.5
366
-2.5
333
-2.5
310
-2.5
288
-2.5
264
-2.5
246
-2.5
236
-2.5
227
-2.5
216
97.5
%-2
.852
4-2
.849
9-2
.848
2-2
.846
0-2
.843
6-2
.842
4-2
.840
0-2
.838
7-2
.8375
-2.8
363
99%
-3.2
196
-3.2
177
-3.2
146
-3.2
139
-3.2
108
-3.2
075
-3.2
054
-3.2
044
-3.2
043
-3.2
033
Tab
le50
:F
ixed
-bcr
itic
alva
lues
for
t-te
stfo
rQ
uad
rati
cS
pec
tral
kern
el(T
wo-
step
det
ren
din
g).
Inte
rcep
tan
dli
nea
rtr
end
.
63
