Parâmetros
Inicialização Aleatória com cash fixo
CASH_0 10000
AGENTS 100
STEPS 20000
XI 0.01
PRICE_0 10


média 4.04265e-06
desvio padrão 0.00122554
variância 1.50194e-06
assimetria 0.00690604
kurtose 0.0377898
positive tail 0.157258
negative tail 0.158058
tail diference 0.00080004


Autocorrelação dos Retornos
Lag ACF Siginificância
1 -0.002931 0.014143
2 -0.007287 0.014143
3 0.006753 0.014144
4 0.002469 0.014144
5 -0.000190 0.014144
6 -0.006080 0.014145


Autocorrelação dos Retornos Quadráticos
Lag ACF Siginificância
1 -0.003331 0.014143
2 -0.002104 0.014143
3 -0.009917 0.014144
4 0.004452 0.014144
5 -0.007981 0.014145
6 -0.003699 0.014145



Image:WelsmRelease1Round1.ser.png Image:WelsmRelease1Round1.his.ret.png
Retrieved from "http://www.aboutwilson.net/Welsm_Release_1_P1_Round_1"
Last modified April 25, 2006 1:09 am / Skin by Kevin Hughes
MediaWiki