Parâmetros
Inicialização Aleatória com cash fixo
CASH_0 10000
AGENTS 1000
STEPS 20000
XI 0.05
PRICE_0 10


Autocorrelação dos Retornos
Lag ACF Siginificância
1 -0.026543* 0.014152
2 -0.004771 0.014153
3 -0.008294 0.014154
4 0.000773 0.014154
5 -0.014615* 0.014157
6 -0.017775* 0.014161


Autocorrelação dos Retornos Quadráticos
Lag ACF Siginificância
1 0.003906 0.014143
2 0.005720 0.014143
3 -0.000110 0.014143
4 0.005815 0.014144
5 -0.002320 0.014144
6 -0.014321* 0.014147


média 2.38438e-07
desvio padrão 0.00192793
variância 3.71693e-06
assimetria -0.0157056
kurtose 0.0398635
positive tail 0.158008
negative tail 0.157358
tail diference 0.000650033



Image:WelsmRelease1Round4.ser.png Image:WelsmRelease1Round4.his.ret.png
Retrieved from "http://www.aboutwilson.net/Welsm_Release_1_P1_Round_4"
Last modified April 24, 2006 10:42 pm / Skin by Kevin Hughes
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