Parâmetros
Inicialização Aleatória com cash fixo
CASH_0 10000
AGENTS 1000
STEPS 20000
XI 0.01
PRICE_0 10


média -1.37151e-06
desvio padrão 0.000387546
variância 1.50192e-07
assimetria 0.0305612
kurtose -0.0214307
positive tail 0.159108
negative tail 0.157558
tail diference 0.00155008


Autocorrelação dos Retornos
Lag ACF Siginificância
1 0.000495 0.014142
2 -0.013668 0.014145
3 0.002865 0.014145
4 0.002082 0.014145
5 -0.000897 0.014145
6 0.002570 0.014145


Autocorrelação dos Retornos Quadráticos
Lag ACF Siginificância
1 0.004522 0.014143
2 0.008504 0.014144
3 0.010479 0.014145
4 -0.004486 0.014146
5 0.005910 0.014146
6 -0.000739 0.014146



Image:WelsmRelease1Round3.ser.png Image:WelsmRelease1Round3.his.ret.png
Retrieved from "http://www.aboutwilson.net/Welsm_Release_1_P1_Round_3"
Last modified April 24, 2006 10:38 pm / Skin by Kevin Hughes
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