|  | Period | Full | Early | 25–83 | 83-end |
---|---|---|---|---|---|---|
White | ln(variance) | 25–83 | − 0.82 (0.02) | 0.05 (0.05) | − 0.72 (0.04) | − 0.88 (0.02) |
83-end | − 0.62 (0.05) | 0.10 (0.05) | − 0.43 (0.06) | − 0.81 (0.03) | ||
Skewness | 25–83 | 0.11 (0.08) | − 0.15 (0.06) | − 0.05 (0.09) | 0.33 (0.08) | |
83-end | a | a | a | a | ||
Autocorrelation | 25–83 | − 0.04 (0.07) | − 0.06 (0.06) | 0.25 (0.09) | − 0.23 (0.07) | |
83-end | − 0.16 (0.08) | − 0.07 (0.07) | − 0.03 (0.09) | − 0.22 (0.08) | ||
Brown | ln(variance) | 25–83 | − 0.84 (0.03) | − 0.14 (0.07) | − 0.83 (0.04) | − 0.77 (0.04) |
83-end | − 0.46 (0.08) | 0.18 (0.07) | − 0.42 (0.09) | − 0.59 (0.07) | ||
Skewness | 25–83 | 0.53 (0.14) | − 0.21 (0.11) | 0.49 (0.15) | 0.70 (0.11) | |
83-end | − 0.95 (0.04) | 0.06 (0.07) | − 0.91 (0.05) | − 0.99 (0.02) | ||
Autocorrelation | 25–83 | 0.22 (0.10) | − 0.12 (0.08) | 0.38 (0.11) | − 0.02 (0.09) | |
83-end | − 0.25 (0.10) | − 0.04 (0.09) | − 0.11 (0.11) | − 0.42 (0.09) |