Gamma (Γ) | Test statistics | Significance level | ||
---|---|---|---|---|
Over-estimation (Q_mh +) | Under-estimation (Q_mh-) | Over-estimation (p_mh +) | Under-estimation (p_mh-) | |
1 | 7.34593 | 7.34593 |  < 0.05 |  < 0.05 |
1.05 | 8.810311 | 6.59301 |  < 0.05 |  < 0.05 |
1.1 | 8.82916 | 5.87846 |  < 0.05 |  < 0.05 |
1.15 | 9.5271 | 5.19845 |  < 0.05 |  < 0.05 |
1.2 | 10.1995 | 4.54965 |  < 0.05 |  < 0.05 |
1.25 | 10.8484 | 3.92914 |  < 0.05 |  < 0.05 |
1.3 | 11.4759 | 3.33443 |  < 0.05 |  < 0.05 |
1.35 | 12.0836 | 2.76329 |  < 0.05 |  < 0.05 |
1.4 | 12.673 | 2.21381 |  < 0.05 |  < 0.05 |
1.45 | 13.2454 | 1.68426 |  < 0.05 |  < 0.05 |
1.5 | 13.802 | 1.17313 |  < 0.05 | 0.120372 |
1.55 | 14.344 | 0.679059 |  < 0.05 | 0.24855 |
1.6 | 14.8722 | 0.200844 |  < 0.05 | 0.42041 |
1.65 | 15.3874 | 0.196079 |  < 0.05 | 0.422274 |
1.7 | 15.8906 | 0.645512 |  < 0.05 | 0.259298 |
1.75 | 16.3824 | 1.08205 |  < 0.05 | 0.139616 |
1.8 | 16.8634 | 1.50648 |  < 0.05 | 0.065971 |
1.85 | 17.3343 | 1.91956 |  < 0.05 |  < 0.05 |
1.9 | 17.7956 | 2.32195 |  < 0.05 |  < 0.05 |
1.95 | 18.2477 | 2.71426 |  < 0.05 |  < 0.05 |
2 | 18.6912 | 3.09706 |  < 0.05 |  < 0.05 |