Dispersion Indicator Regime Transitions
AMBIGUOUSEmpirical Methods
Description
Figures
CH: Dispersion IndicatorStatistics
| p value | 0.0647 |
| best lag | 5 |
| statistic | 3.7772 |
Reproduction Steps
cd thesis-tests && source ../.venv/bin/activate python download_data.py --source all python run_all.py --test
Data Sources
- WSTS