
==================================================
Results for .\LexExl03\save\MVARiLexExl03_IBM_20161003.mat

------------------------------
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.3351  0.3599  0.3377  0.3033
per period var_w:    0.000000 sd_w:    0.000020
annualized var_w:  244.530802 sd_w:   15.637481
info share bounds:
            Min      Max
nbbLex  0.22887  0.23023
nboLex  0.29645  0.29806
nbbExl  0.21727  0.21858
nboExl  0.25461  0.25593
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.52634  0.52727
nbbExl nboExl  0.47273  0.47366

------------------------------
Random walk decomposition for secondFactor=10000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.3391  0.3644  0.3552  0.3176
per period var_w:    0.000000 sd_w:    0.000067
annualized var_w:  261.817380 sd_w:   16.180772
info share bounds:
            Min      Max
nbbLex  0.21776  0.23510
nboLex  0.28280  0.30232
nbbExl  0.21565  0.23525
nboExl  0.24580  0.26614
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.51098  0.52664
nbbExl nboExl  0.47336  0.48902

------------------------------
Random walk decomposition for secondFactor=1000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.3254  0.3689  0.3245  0.2802
per period var_w:    0.000000 sd_w:    0.000225
annualized var_w:  295.249409 sd_w:   17.182823
info share bounds:
            Min      Max
nbbLex  0.16001  0.34008
nboLex  0.23272  0.42976
nbbExl  0.13900  0.31167
nboExl  0.14942  0.32246
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.44211  0.67600
nbbExl nboExl  0.32400  0.55789

------------------------------
Random walk decomposition for secondFactor=100
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.2723  0.3995  0.3241  0.2759
per period var_w:    0.000001 sd_w:    0.000796
annualized var_w:  370.291372 sd_w:   19.242956
info share bounds:
            Min      Max
nbbLex  0.07175  0.43283
nboLex  0.17491  0.59793
nbbExl  0.08379  0.45874
nboExl  0.08569  0.46922
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.29487  0.79246
nbbExl nboExl  0.20754  0.70513

------------------------------
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.2509  0.3821  0.3064  0.2636
per period var_w:    0.000006 sd_w:    0.002519
annualized var_w:  371.282682 sd_w:   19.268697
info share bounds:
            Min      Max
nbbLex  0.04757  0.53413
nboLex  0.12670  0.67898
nbbExl  0.05524  0.57133
nboExl  0.06104  0.56770
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.21484  0.85019
nbbExl nboExl  0.14981  0.78516

------------------------------
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.2198  0.4277  0.2614  0.2388
per period var_w:    0.000063 sd_w:    0.007933
annualized var_w:  368.139458 sd_w:   19.186961
info share bounds:
            Min      Max
nbbLex  0.02007  0.67691
nboLex  0.09218  0.81723
nbbExl  0.02349  0.69987
nboExl  0.02892  0.70375
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.13641  0.93195
nbbExl nboExl  0.06805  0.86359
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 =
    0.3737    0.4646    0.4291    0.3616
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.3737  0.4646  0.4291  0.3616
per period var_w:    0.000000 sd_w:    0.000025
annualized var_w:  365.651466 sd_w:   19.122015
info share bounds:
            Min      Max
nbbLex  0.19031  0.19162
nboLex  0.33034  0.33193
nbbExl  0.23454  0.23586
nboExl  0.24203  0.24337
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.52163  0.52257
nbbExl nboExl  0.47743  0.47837
Current plot held

==================================================
Results for .\LexExl03\save\MVARiLexExl03_NVDA_20161003.mat

------------------------------
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.3586  0.3839  0.2926   0.292
per period var_w:    0.000000 sd_w:    0.000017
annualized var_w:  159.641647 sd_w:   12.634938
info share bounds:
            Min      Max
nbbLex  0.25737  0.26391
nboLex  0.29519  0.30254
nbbExl  0.21576  0.22092
nboExl  0.21955  0.22484
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.55693  0.56203
nbbExl nboExl  0.43797  0.44307

------------------------------
Random walk decomposition for secondFactor=10000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.2921  0.3315  0.2642   0.269
per period var_w:    0.000000 sd_w:    0.000048
annualized var_w:  133.287986 sd_w:   11.545042
info share bounds:
            Min      Max
nbbLex  0.19657  0.28835
nboLex  0.25260  0.35263
nbbExl  0.20106  0.24393
nboExl  0.21321  0.26298
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.50716  0.57432
nbbExl nboExl  0.42568  0.49284

------------------------------
Random walk decomposition for secondFactor=1000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.2201  0.2662  0.2273  0.2459
per period var_w:    0.000000 sd_w:    0.000150
annualized var_w:  131.406243 sd_w:   11.463256
info share bounds:
            Min      Max
nbbLex  0.09192  0.43460
nboLex  0.13017  0.50290
nbbExl  0.10930  0.43459
nboExl  0.12371  0.47932
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.28122  0.71767
nbbExl nboExl  0.28233  0.71878

------------------------------
Random walk decomposition for secondFactor=100
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.1932  0.2627   0.235  0.2545
per period var_w:    0.000000 sd_w:    0.000499
annualized var_w:  145.679253 sd_w:   12.069766
info share bounds:
            Min      Max
nbbLex  0.04771  0.53372
nboLex  0.08633  0.61099
nbbExl  0.07672  0.57431
nboExl  0.08429  0.60677
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.17259  0.79539
nbbExl nboExl  0.20461  0.82741

------------------------------
Random walk decomposition for secondFactor=10
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.1813  0.2829  0.2634  0.2937
per period var_w:    0.000003 sd_w:    0.001588
annualized var_w:  147.549763 sd_w:   12.147006
info share bounds:
            Min      Max
nbbLex  0.03082  0.57396
nboLex  0.07052  0.65972
nbbExl  0.06664  0.62829
nboExl  0.07456  0.66671
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.13073  0.82024
nbbExl nboExl  0.17976  0.86927

------------------------------
Random walk decomposition for secondFactor=1
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.1859  0.3113  0.2734  0.3077
per period var_w:    0.000026 sd_w:    0.005085
annualized var_w:  151.266469 sd_w:   12.299043
info share bounds:
            Min      Max
nbbLex  0.01444  0.73063
nboLex  0.03927  0.79917
nbbExl  0.03208  0.76327
nboExl  0.03402  0.81097
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.06686  0.91374
nbbExl nboExl  0.08626  0.93314
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 =
    0.3177    0.3646    0.2896    0.2888
Random walk decomposition for secondFactor=100000
Sum of vma coefficients:
  nbbLex  nboLex  nbbExl  nboExl
  0.3177  0.3646  0.2896  0.2888
per period var_w:    0.000000 sd_w:    0.000016
annualized var_w:  144.539350 sd_w:   12.022452
info share bounds:
            Min      Max
nbbLex  0.22317  0.22933
nboLex  0.29411  0.30126
nbbExl  0.23332  0.23867
nboExl  0.23732  0.24290
Grouped info share bounds
                   Min      Max
nbbLex nboLex  0.52133  0.52648
nbbExl nboExl  0.47352  0.47867
Current plot held
