Table 7 The empirical powers of the two CUSUM test for the skewed dependent innovations
From: A robust test for mean change in dependent observations
CUSUM | RCUSUM | |||||
|---|---|---|---|---|---|---|
\(\boldsymbol {\chi^{2}(1)}\) | \(\boldsymbol {\chi^{2}(2)}\) | \(\boldsymbol {\chi^{2}(10)}\) | \(\boldsymbol {\chi^{2}(1)}\) | \(\boldsymbol {\chi^{2}(2)}\) | \(\boldsymbol {\chi^{2}(10)}\) | |
\(\tau_{0}=0.3\) | 0.9400 | 0.6690 | 0.3550 | 0.0 | 0.6760 | 0.2090 |
\(\tau_{0}=0.5\) | 0.9940 | 0.8130 | 0.4270 | 0.0350 | 0.8280 | 0.2880 |
\(\tau_{0}=0.7\) | 0.9900 | 0.7140 | 0.3480 | 0.0150 | 0.7530 | 0.2250 |