p2-etf-smooth-transition-results / linearity_tests.csv
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ticker,lm_stat,lm_pvalue,reset_stat,reset_pvalue,tsay_stat,tsay_pvalue,nonlinear
GDX,102.4643,0.0,7.343,0.0007,2.375,0.0176,True
GLD,17.6019,0.0073,0.0,1.0,2.6764,0.0074,True
HYG,101.1821,0.0,-0.0,1.0,5.0998,0.0,True
IWF,158.5348,0.0,11.6482,0.0,5.6227,0.0,True
IWM,121.4052,0.0,27.6555,0.0,4.5011,0.0,True
LQD,72.6913,0.0,-0.0,1.0,6.2527,0.0,True
QQQ,150.8571,0.0,2.5536,0.0779,5.7085,0.0,True
SLV,13.9013,0.0308,-0.0,1.0,1.6318,0.1027,True
SPY,205.5098,0.0,20.5631,0.0,6.3835,0.0,True
TLT,30.314,0.0,0.0,1.0,2.5089,0.0121,True
VCIT,133.0149,0.0,-0.0,1.0,10.8993,0.0,True
VNQ,301.5851,0.0,55.2428,0.0,7.0977,0.0,True
XBI,43.4674,0.0,0.0,1.0,1.4367,0.1508,True
XLE,32.47,0.0,21.5357,0.0,4.5111,0.0,True
XLF,278.9887,0.0,24.6594,0.0,8.1973,0.0,True
XLI,200.8335,0.0,36.8074,0.0,5.3388,0.0,True
XLK,203.3291,0.0,6.126,0.0022,5.9599,0.0,True
XLP,129.9449,0.0,9.2528,0.0001,4.2286,0.0,True
XLU,285.75,0.0,3.4682,0.0313,4.983,0.0,True
XLV,148.2415,0.0,1.9714,0.1394,8.0285,0.0,True
XLY,104.4857,0.0,26.869,0.0,3.8359,0.0001,True
XME,56.9036,0.0,6.3154,0.0018,3.4588,0.0005,True
XSD,75.6341,0.0,9.5331,0.0001,0.9469,0.3437,True