Parâmetros
Inicialização Aleatória com cash fixo
CASH_0 10000
AGENTS 1000
STEPS 20000
XI 0.1
PRICE_0 10


média -1.69267e-06
desvio padrão 0.00397482
variância 1.57992e-05
assimetria -0.0285819
kurtose 0.0239185
positive tail 0.159608
negative tail 0.158858
tail diference 0.000750038


Autocorrelação dos Retornos
Lag ACF Siginificância
1 -0.030643* 0.014156
2 -0.015490* 0.014159
3 -0.031571* 0.014173
4 -0.013179 0.014176
5 -0.011069 0.014177
6 -0.019132* 0.014183


Autocorrelação dos Retornos
Lag ACF Siginificância
1 -0.007407 0.014143
2 0.001309 0.014143
3 -0.001071 0.014143
4 -0.000012 0.014143
5 -0.004100 0.014144
6 -0.007847 0.014144



Image:WelsmRelease1Round5.ser.png Image:WelsmRelease1Round5.his.ret.png
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Last modified April 24, 2006 10:52 pm / Skin by Kevin Hughes
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