
====================================================================================================
18-Nov-2018 17:20:19 MVARiPartSIP01ET: 60 files found in ./HPC results/EventTime/save/

====================================================================================================
18-Nov-2018 17:20:19 MVARiLexExl01ET: 60 files found in ./HPC results/EventTime/save/

====================================================================================================
18-Nov-2018 17:20:19 MVARiDarkLit01ET: 60 files found in ./HPC results/EventTime/save/


====================================================================================================
18-Nov-2018 17:20:19 MVARiPartSIP01ET: 60 files in ./HPC results/EventTime/save/
----------------------------------------------------------------------------------------------------
Starting IBM
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition in event time
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP    nboSIP
   0.6133   0.7461  -0.02737  -0.03658
per period var_w:    0.000034 sd_w:    0.005838
info share bounds:
             Min      Max
nbbPart  0.34423  0.45519
nboPart  0.53990  0.65285
nbbSIP   0.00033  0.01031
nboSIP   0.00007  0.00665
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.98715  0.99955
nbbSIP nboSIP    0.00045  0.01285
Means and SEMs over first 30 days in sample (30 valid observations)
                   Min    Max
nbbPart nboPart  0.988  1.000
nbbSIP nboSIP    0.000  0.012
                   Min    Max
nbbPart nboPart  0.001  0.000
nbbSIP nboSIP    0.000  0.001
----------------------------------------------------------------------------------------------------
Starting NVDA
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition in event time
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP   nboSIP
   0.4097   0.4542  -0.03375  -0.0368
per period var_w:    0.000009 sd_w:    0.003027
info share bounds:
             Min      Max
nbbPart  0.30137  0.59951
nboPart  0.39349  0.69595
nbbSIP   0.00027  0.01499
nboSIP   0.00111  0.01241
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.98240  0.99835
nbbSIP nboSIP    0.00165  0.01760
Means and SEMs over first 30 days in sample (30 valid observations)
                   Min    Max
nbbPart nboPart  0.979  0.999
nbbSIP nboSIP    0.001  0.021
                   Min    Max
nbbPart nboPart  0.001  0.000
nbbSIP nboSIP    0.000  0.001


====================================================================================================
18-Nov-2018 17:20:19 MVARiLexExl01ET: 60 files in ./HPC results/EventTime/save/
----------------------------------------------------------------------------------------------------
Starting IBM
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition in event time
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.3614  0.4582  0.4398  0.3705
per period var_w:    0.000032 sd_w:    0.005662
info share bounds:
            Min      Max
nbbLex  0.15309  0.22313
nboLex  0.28447  0.35846
nbbExl  0.21064  0.27156
nboExl  0.22292  0.28562
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.45787  0.55525
nbbExl nboExl  0.44475  0.54213
Means and SEMs over first 30 days in sample (30 valid observations)
                 Min    Max
nbbLex nboLex  0.344  0.434
nbbExl nboExl  0.566  0.656
                 Min    Max
nbbLex nboLex  0.011  0.013
nbbExl nboExl  0.013  0.011
----------------------------------------------------------------------------------------------------
Starting NVDA
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition in event time
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.3168  0.3502  0.2558  0.2872
per period var_w:    0.000009 sd_w:    0.003003
info share bounds:
            Min      Max
nbbLex  0.19213  0.33143
nboLex  0.23493  0.38141
nbbExl  0.14210  0.26656
nboExl  0.17717  0.32373
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.47204  0.64313
nbbExl nboExl  0.35687  0.52796
Means and SEMs over first 30 days in sample (30 valid observations)
                 Min    Max
nbbLex nboLex  0.495  0.628
nbbExl nboExl  0.372  0.505
                 Min    Max
nbbLex nboLex  0.012  0.015
nbbExl nboExl  0.015  0.012


====================================================================================================
18-Nov-2018 17:20:19 MVARiDarkLit01ET: 60 files in ./HPC results/EventTime/save/
----------------------------------------------------------------------------------------------------
Starting IBM
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition in event time
Sum of vma coefficients:
  nbbPart  nboPart   trLit  trDark
    0.495   0.5989  0.6042  0.0319
per period var_w:    0.000048 sd_w:    0.006918
info share bounds:
             Min      Max
nbbPart  0.19886  0.25930
nboPart  0.30921  0.37660
trLit    0.39282  0.46539
trDark   0.00069  0.00209
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.53322  0.60571
trLit            0.39282  0.46539
trDark           0.00069  0.00209
Means and SEMs over first 30 days in sample (30 valid observations)
                   Min    Max
nbbPart nboPart  0.510  0.596
trLit            0.401  0.486
trDark           0.003  0.004
                   Min    Max
nbbPart nboPart  0.015  0.016
trLit            0.015  0.015
trDark           0.001  0.001
----------------------------------------------------------------------------------------------------
Starting NVDA
Results for 30 dates read.
Results for October 3, 2016
Random walk decomposition in event time
Sum of vma coefficients:
  nbbPart  nboPart   trLit    trDark
    0.357   0.4227  0.4265  0.003185
per period var_w:    0.000013 sd_w:    0.003594
info share bounds:
             Min      Max
nbbPart  0.20002  0.46044
nboPart  0.28558  0.54621
trLit    0.21774  0.32614
trDark   0.00000  0.00014
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.67385  0.78223
trLit            0.21774  0.32614
trDark           0.00000  0.00014
Means and SEMs over first 30 days in sample (30 valid observations)
                   Min    Max
nbbPart nboPart  0.602  0.716
trLit            0.279  0.395
trDark           0.003  0.005
                   Min    Max
nbbPart nboPart  0.009  0.009
trLit            0.009  0.009
trDark           0.001  0.001



 1   20161003
 2   20161004
 3   20161005
 4   20161006
 5   20161007
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 8   20161012
 9   20161013
10   20161014
11   20161017
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14   20161020
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21   20161031
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34   20161117
35   20161118
36   20161121
37   20161122
38   20161123
39   20161125
40   20161128
41   20161129
42   20161130
