Trispectrum Statistics by M. J. Hinich Column Number Used = 1 No. of Columns = 3 Stationary Trispectrum Values for k3 > 0 = 23 Stationary Trispectrum Values for k3 < 0 = 50 Total Number of Values = 73 Aliasing Trispectrum Values = 56 ******************************************************************* EOG Resources Returns Spread Log Volume First datum read 1 Last datum read 19656 Sample size = 19656 No. of frequencies in band 9 No. frames 1092 Sampling interval = 1.0000 minute Frame size 18 Resolution Bandwidth : 18.00 minute Passband ( 18.00 2.0000 ) minute % Taper yields no. of tapered values < 2 Nonlinearity Test Computed for the 0.90 Quantile Bandwidth Frame Exponent = 0.29 Format: (f11.5,1x,f7.4,1x,f11.4,2x,a22) ============================================================ Descriptive Statistics of Data ============================================================ Mean = 0.592E-02 Std Dev = 0.521 Skew = 0.697 Kurtosis = 14.6 C(6) = 1984.911 Max value = 9.28 Min value = -6.23 ################################################################### p-value = 0.00220 for the quantile trispectrum based nonlinearity test p-value = 0.00000 for the time reversibility test p-value = 0.00000 for the zero trispectrum test p-value = 0.00000 for the aliasing test ====================================================================== Mean noncentrality parameter = 1179.91 Fractiles of Normalized Trispectral Probabilities 0.001 0.01 0.05 0.10 0.25 0.50 0.75 0.90 0.95 0.99 0.999 0.000 0.000 0.000 0.000 0.000 0.196 1.000 1.000 1.000 1.000 1.000 0.394 0.195 0.025 0.002 0.000 0.000 0.000 0.002 0.025 0.195 0.393 p-values ====================================================================== 29 Trispectral p-values < 0.01370 % of Trispectral Probabilites = 39.726 Standard Deviation = 1.360 ============================================================ Periods in minute Period 1 Period 2 Period 3 Period 4 1-Pr Phase 4.500 6.000 18.000 -2.250 0.004611 20.5 2.250 6.000 -9.000 -2.000 0.002143 -9.6 4.500 4.500 -6.000 -3.600 0.000936 -13.9 2.571 4.500 -6.000 -2.250 0.000243 0.4 3.600 6.000 -18.000 -2.571 0.000073 14.9 3.000 3.000 -6.000 -2.000 0.000032 -19.1 6.000 9.000 9.000 -2.571 0.000031 16.3 3.600 9.000 9.000 -2.000 0.000029 27.6 3.000 18.000 18.000 -2.250 0.000010 -4.4 2.571 6.000 -9.000 -2.250 0.000009 1.6 3.000 3.000 -4.500 -2.250 0.000008 -2.0 3.600 6.000 18.000 -2.000 0.000007 13.6 4.500 6.000 9.000 -2.000 0.000007 15.2 3.000 9.000 18.000 -2.000 0.000007 -3.2 3.000 3.000 -3.600 -2.571 0.000007 -9.2 2.571 2.571 -3.000 -2.250 0.000007 4.9 4.500 9.000 18.000 -2.571 0.000007 10.5 3.600 3.600 -9.000 -2.250 0.000007 -0.1 6.000 6.000 -18.000 -3.600 0.000006 -5.7 3.600 3.600 -18.000 -2.000 0.000006 8.4 3.600 3.600 -6.000 -2.571 0.000006 -0.2 3.600 9.000 18.000 -2.250 0.000006 16.3 3.000 3.600 -9.000 -2.000 0.000006 -1.8 6.000 6.000 18.000 -2.571 0.000005 15.2 9.000 9.000 18.000 -3.600 0.000005 37.9 9.000 9.000 9.000 -3.000 0.000005 49.6 6.000 6.000 9.000 -2.250 0.000004 21.2 6.000 6.000 6.000 -2.000 0.000003 17.5 18.000 18.000 18.000 -6.000 0.000002 10.8 Version 6-14-2009 Date & Time Mon Jun 15 12:03:17 2009 Elapsed time = 0.11 secs