Table 3.
EWMA | MOSE | ||||||||
---|---|---|---|---|---|---|---|---|---|
n = 1 | n = 5 | n = 1 | n = 5 | ||||||
γ | ρ | LCL | UCL | LCL | UCL | LCL | UCL | LCL | UCL |
(0.02, 0.02, 0.02) | (−0.4, −0.4, −0.4) | 0.48574 | 0.51481 | 0.49355 | 0.50655 | 0.48651 | 0.51412 | 0.49387 | 0.50624 |
(0.0, 0.0, 0.0) | 0.48792 | 0.51245 | 0.49455 | 0.50552 | 0.48854 | 0.51190 | 0.49483 | 0.50526 | |
(0.4, 0.4, 0.4) | 0.49061 | 0.50964 | 0.49577 | 0.50428 | 0.49109 | 0.50918 | 0.49598 | 0.50406 | |
(0.8, 0.8, 0.8) | 0.49455 | 0.50555 | 0.49755 | 0.50246 | 0.49481 | 0.50527 | 0.49767 | 0.50235 | |
(0.4, 0.6, 0.8) | 0.49449 | 0.50549 | 0.49754 | 0.50245 | 0.49479 | 0.50522 | 0.49766 | 0.50234 | |
(0.1, 0.1, 0.1) | (−0.4, −0.4, −0.4) | 0.43359 | 0.58088 | 0.46887 | 0.53393 | 0.43750 | 0.57737 | 0.47057 | 0.53241 |
(0.0, 0.0, 0.0) | 0.44291 | 0.56758 | 0.47353 | 0.52855 | 0.44618 | 0.56451 | 0.47487 | 0.52721 | |
(0.4, 0.4, 0.4) | 0.45472 | 0.55170 | 0.47927 | 0.52193 | 0.45720 | 0.54934 | 0.48032 | 0.52090 | |
(0.8, 0.8, 0.8) | 0.47302 | 0.52904 | 0.48788 | 0.51253 | 0.47444 | 0.52776 | 0.48850 | 0.51194 | |
(0.4, 0.6, 0.8) | 0.47211 | 0.52795 | 0.48770 | 0.51233 | 0.47353 | 0.52653 | 0.48830 | 0.51170 | |
(0.2, 0.2, 0.2) | (−0.4, −0.4, −0.4) | 0.37700 | 0.68480 | 0.44004 | 0.57144 | 0.38562 | 0.67828 | 0.44355 | 0.56837 |
(0.0, 0.0, 0.0) | 0.39172 | 0.65555 | 0.44854 | 0.55975 | 0.39882 | 0.65000 | 0.45156 | 0.55712 | |
(0.4, 0.4, 0.4) | 0.41141 | 0.61906 | 0.45940 | 0.54564 | 0.41713 | 0.61429 | 0.46146 | 0.54355 | |
(0.8, 0.8, 0.8) | 0.44463 | 0.56674 | 0.47591 | 0.52585 | 0.44793 | 0.56342 | 0.47718 | 0.52457 | |
(0.4, 0.6, 0.8) | 0.44094 | 0.55883 | 0.47515 | 0.52480 | 0.44411 | 0.55590 | 0.47641 | 0.52364 | |
(0.3, 0.3, 0.3) | (−0.4, −0.4, −0.4) | 0.32756 | 0.83469 | 0.41334 | 0.61312 | 0.34141 | 0.82359 | 0.41870 | 0.60867 |
(0.0, 0.0, 0.0) | 0.34313 | 0.79859 | 0.42489 | 0.59433 | 0.35584 | 0.78780 | 0.42946 | 0.59074 | |
(0.4, 0.4, 0.4) | 0.36470 | 0.74703 | 0.43983 | 0.57218 | 0.37514 | 0.73723 | 0.44335 | 0.56880 | |
(0.8, 0.8, 0.8) | 0.40313 | 0.64844 | 0.46373 | 0.54035 | 0.41040 | 0.64076 | 0.46569 | 0.53854 | |
(0.4, 0.6, 0.8) | 0.39685 | 0.60319 | 0.46215 | 0.53789 | 0.40289 | 0.59697 | 0.46398 | 0.53597 | |
(0.1, 0.2, 0.3) | (−0.4, −0.4, −0.4) | 0.15077 | 0.31349 | 0.18840 | 0.25983 | 0.15519 | 0.30992 | 0.190325 | 0.258224 |
(0.0, 0.0, 0.0) | 0.15476 | 0.29791 | 0.19158 | 0.25443 | 0.15851 | 0.29474 | 0.19312 | 0.25292 | |
(0.4, 0.4, 0.4) | 0.15971 | 0.28133 | 0.19531 | 0.24847 | 0.16249 | 0.27828 | 0.19661 | 0.24709 | |
(0.8, 0.8, 0.8) | 0.16556 | 0.26246 | 0.20015 | 0.24138 | 0.16777 | 0.25986 | 0.20113 | 0.24027 | |
(0.4, 0.6, 0.8) | 0.16412 | 0.26487 | 0.19916 | 0.24240 | 0.16660 | 0.26205 | 0.20015 | 0.24132 | |
(0.3, 0.2, 0.1) | (−0.4, −0.4, −0.4) | 0.98966 | 1.56001 | 1.09541 | 1.33090 | 1.00581 | 1.54876 | 1.10159 | 1.32566 |
(0.0, 0.0, 0.0) | 1.01241 | 1.56819 | 1.10570 | 1.32320 | 1.02812 | 1.55750 | 1.11169 | 1.31851 | |
(0.4, 0.4, 0.4) | 1.03822 | 1.58148 | 1.11721 | 1.31454 | 1.05241 | 1.57281 | 1.12258 | 1.31009 | |
(0.8, 0.8, 0.8) | 1.06692 | 1.61014 | 1.13032 | 1.30387 | 1.08053 | 1.60253 | 1.13508 | 1.30040 | |
(0.4, 0.6, 0.8) | 1.08285 | 1.48660 | 1.13989 | 1.28466 | 1.09334 | 1.47933 | 1.14364 | 1.28138 |