
==================================================
Results for .\PartSIP03\save\MVARiPartSIP03_IBM_20161003.mat

------------------------------
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP    nboSIP
   0.5182   0.6072  -0.02115  0.001838
per period var_w:    0.000000 sd_w:    0.000020
annualized var_w:  239.542936 sd_w:   15.477175
info share bounds:
             Min      Max
nbbPart  0.41578  0.42015
nboPart  0.57916  0.58352
nbbSIP   0.00066  0.00070
nboSIP   0.00000  0.00002
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99928  0.99933
nbbSIP nboSIP    0.00067  0.00072

------------------------------
Random walk decomposition for secondFactor=10000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP     nboSIP
   0.5338   0.6228  -0.02148  -0.001834
per period var_w:    0.000000 sd_w:    0.000066
annualized var_w:  252.572322 sd_w:   15.892524
info share bounds:
             Min      Max
nbbPart  0.40390  0.43538
nboPart  0.56401  0.59532
nbbSIP   0.00057  0.00081
nboSIP   0.00000  0.00001
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99918  0.99943
nbbSIP nboSIP    0.00057  0.00082

------------------------------
Random walk decomposition for secondFactor=1000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP    nboSIP
   0.5596   0.6469  -0.04498  -0.03873
per period var_w:    0.000000 sd_w:    0.000220
annualized var_w:  283.426713 sd_w:   16.835282
info share bounds:
             Min      Max
nbbPart  0.27951  0.52493
nboPart  0.39901  0.66836
nbbSIP   0.00122  0.08261
nboSIP   0.00092  0.11051
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.82639  0.99780
nbbSIP nboSIP    0.00220  0.17361

------------------------------
Random walk decomposition for secondFactor=100
Sum of vma coefficients:
  nbbPart  nboPart   nbbSIP    nboSIP
   0.6915   0.7382  -0.1282  -0.06002
per period var_w:    0.000001 sd_w:    0.000791
annualized var_w:  366.258440 sd_w:   19.137880
info share bounds:
             Min      Max
nbbPart  0.04842  0.64301
nboPart  0.05874  0.76747
nbbSIP   0.00151  0.52873
nboSIP   0.00035  0.65097
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.14200  0.99775
nbbSIP nboSIP    0.00225  0.85800

------------------------------
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbPart  nboPart   nbbSIP  nboSIP
    0.815   0.9455  -0.2692   -0.28
per period var_w:    0.000006 sd_w:    0.002504
annualized var_w:  366.887495 sd_w:   19.154307
info share bounds:
             Min      Max
nbbPart  0.00610  0.71993
nboPart  0.00762  0.83190
nbbSIP   0.00066  0.70605
nboSIP   0.00066  0.81910
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.01698  0.99866
nbbSIP nboSIP    0.00134  0.98302

------------------------------
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart  nbbSIP   nboSIP
    1.589    1.111  -1.093  -0.4357
per period var_w:    0.000062 sd_w:    0.007883
annualized var_w:  363.486961 sd_w:   19.065334
info share bounds:
             Min      Max
nbbPart  0.00053  0.79587
nboPart  0.00138  0.90151
nbbSIP   0.00020  0.79524
nboSIP   0.00017  0.89946
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.00220  0.99959
nbbSIP nboSIP    0.00041  0.99780
IBM Bridged IRF starting at secondFactor=100000
--------------------------------------------------
ISEC=2 secondFactor=10000
--------------------------------------------------
ISEC=3 secondFactor=1000
--------------------------------------------------
ISEC=4 secondFactor=100
--------------------------------------------------
ISEC=5 secondFactor=10

--------------------------------------------------
Bridged random walk decomposition for IBM
vma1 =
    0.6515    0.7774   -0.0358   -0.0367
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP    nboSIP
   0.6515   0.7774  -0.03582  -0.03668
per period var_w:    0.000000 sd_w:    0.000026
annualized var_w:  387.445508 sd_w:   19.683636
info share bounds:
             Min      Max
nbbPart  0.40628  0.41068
nboPart  0.58685  0.59127
nbbSIP   0.00119  0.00125
nboSIP   0.00117  0.00131
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99745  0.99763
nbbSIP nboSIP    0.00237  0.00255
Current plot held

==================================================
Results for .\PartSIP03\save\MVARiPartSIP03_NVDA_20161003.mat

------------------------------
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP   nboSIP
   0.4989   0.4934  -0.01227  0.01963
per period var_w:    0.000000 sd_w:    0.000017
annualized var_w:  174.269050 sd_w:   13.201100
info share bounds:
             Min      Max
nbbPart  0.47836  0.48818
nboPart  0.51072  0.52057
nbbSIP   0.00027  0.00033
nboSIP   0.00073  0.00085
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99883  0.99900
nbbSIP nboSIP    0.00100  0.00117

------------------------------
Random walk decomposition for secondFactor=10000
Sum of vma coefficients:
  nbbPart  nboPart     nbbSIP   nboSIP
   0.4323   0.4536  -0.008567  0.02803
per period var_w:    0.000000 sd_w:    0.000050
annualized var_w:  143.642215 sd_w:   11.985083
info share bounds:
             Min      Max
nbbPart  0.41627  0.50034
nboPart  0.49792  0.58200
nbbSIP   0.00002  0.00049
nboSIP   0.00094  0.00238
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.99722  0.99903
nbbSIP nboSIP    0.00097  0.00278

------------------------------
Random walk decomposition for secondFactor=1000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP   nboSIP
   0.3929   0.4582  -0.01399  0.01186
per period var_w:    0.000000 sd_w:    0.000151
annualized var_w:  133.807038 sd_w:   11.567499
info share bounds:
             Min      Max
nbbPart  0.19073  0.62982
nboPart  0.25957  0.74351
nbbSIP   0.00011  0.17328
nboSIP   0.00000  0.22039
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.68556  0.99985
nbbSIP nboSIP    0.00015  0.31444

------------------------------
Random walk decomposition for secondFactor=100
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP   nboSIP
   0.4366    0.462  -0.04104  0.04315
per period var_w:    0.000000 sd_w:    0.000499
annualized var_w:  145.641071 sd_w:   12.068184
info share bounds:
             Min      Max
nbbPart  0.02547  0.70926
nboPart  0.02742  0.81373
nbbSIP   0.00007  0.63787
nboSIP   0.00012  0.74526
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.08168  0.99970
nbbSIP nboSIP    0.00030  0.91832

------------------------------
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP   nboSIP
   0.4637   0.4813  -0.06213  0.09884
per period var_w:    0.000003 sd_w:    0.001587
annualized var_w:  147.250961 sd_w:   12.134701
info share bounds:
             Min      Max
nbbPart  0.00290  0.73006
nboPart  0.00302  0.85881
nbbSIP   0.00000  0.72184
nboSIP   0.00006  0.85121
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.00918  0.99987
nbbSIP nboSIP    0.00013  0.99082

------------------------------
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP  nboSIP
   0.4443   0.1811  -0.02593  0.4516
per period var_w:    0.000026 sd_w:    0.005063
annualized var_w:  149.963925 sd_w:   12.245976
info share bounds:
             Min      Max
nbbPart  0.00025  0.83153
nboPart  0.00001  0.91985
nbbSIP   0.00000  0.83114
nboSIP   0.00021  0.92030
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.00028  0.99978
nbbSIP nboSIP    0.00022  0.99972
NVDA Bridged IRF starting at secondFactor=100000
--------------------------------------------------
ISEC=2 secondFactor=10000
--------------------------------------------------
ISEC=3 secondFactor=1000
--------------------------------------------------
ISEC=4 secondFactor=100
--------------------------------------------------
ISEC=5 secondFactor=10

--------------------------------------------------
Bridged random walk decomposition for NVDA
vma1 =
    0.4533    0.3957   -0.0259    0.0993
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbPart  nboPart    nbbSIP  nboSIP
   0.4533   0.3957  -0.02588  0.0993
per period var_w:    0.000000 sd_w:    0.000015
annualized var_w:  131.052843 sd_w:   11.447831
info share bounds:
             Min      Max
nbbPart  0.52488  0.53471
nboPart  0.43682  0.44667
nbbSIP   0.00164  0.00177
nboSIP   0.02643  0.02708
Grouped info share bounds
                     Min      Max
nbbPart nboPart  0.97115  0.97193
nbbSIP nboSIP    0.02807  0.02885
Current plot held
