MVARiPartSIP03_NVDA_20161003 starting at 20-Nov-2018 13:40:08
------------------------------ secondFactor=100000
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
------------------------------ secondFactor=10000
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
------------------------------ secondFactor=1000
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
------------------------------ secondFactor=100
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
------------------------------ secondFactor=10
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
------------------------------ secondFactor=1
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
Bridged IRF starting at secondFactor=100000
         0          1          2          3          4          5         6         7         8         9        10        20         30       40       50       60       70      80      90     100
nbbPart  1     0.9947     0.9904     0.9862     0.9821     0.9781    0.9742    0.9703    0.9666    0.9629    0.9593    0.9349     0.9125   0.8931   0.8762   0.8612   0.8478  0.8357  0.8246  0.8145
nboPart  0   0.004266     0.0134    0.02242    0.03136    0.04021   0.04897   0.05764   0.06624   0.07474   0.08317    0.1129     0.1383     0.16   0.1788   0.1952   0.2098  0.2229  0.2348  0.2457
nbbSIP   0  0.0003042   0.001859   0.003352    0.00478   0.006144  0.007447   0.00869  0.009876     0.011   0.01208     0.161     0.2825   0.3836   0.4679   0.5381   0.5967  0.6455  0.6863  0.7202
nboSIP   0  -0.001948  -0.004032  -0.006053  -0.007998  -0.009871  -0.01167  -0.01341  -0.01507  -0.01668  -0.01822  -0.01952  -0.004979  0.01554  0.03984  0.06627  0.09364  0.1211  0.1481  0.1741
--------------------------------------------------
ISEC=2 secondFactor=10000
bridged IRF ... iShock=1
bridged IRF ... iShock=2
bridged IRF ... iShock=3
bridged IRF ... iShock=4
Original irf:
         0         1         2         3        4        5        6        7       8       9      10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000    3000    4000    5000    6000    7000    8000    9000   10000   20000   30000   40000   50000   60000   70000   80000   90000  100000  200000  300000  400000  500000  600000  700000  800000  900000  1000000  2000000  3000000  4000000  5000000
nbbPart  1    0.9661    0.9416     0.919   0.8996   0.8827   0.8678   0.8545  0.8425  0.8316  0.8216   0.828  0.8204  0.8149  0.8098   0.805  0.8002  0.7955  0.7908  0.7862   0.778  0.7677  0.7577  0.7477  0.7379  0.7283  0.7188  0.7095  0.7003   0.695  0.6856  0.6767  0.6682  0.6599  0.6519  0.6442  0.6368  0.6297  0.5705   0.529     0.5  0.4797  0.4655  0.4555  0.4486  0.4437  0.4403  0.4325  0.4323  0.4323  0.4323  0.4323  0.4323  0.4323  0.4323   0.4323   0.4323   0.4323   0.4323   0.4323
nboPart  0   0.07194   0.09958    0.1233   0.1431   0.1599   0.1744   0.1871  0.1983  0.2085  0.2177  0.2137  0.2197  0.2236   0.227    0.23   0.233  0.2359  0.2387  0.2415  0.2387  0.2396  0.2404  0.2411  0.2417  0.2423  0.2427  0.2431  0.2434  0.2471  0.2537    0.26   0.266  0.2718  0.2774  0.2829  0.2881  0.2931  0.3349  0.3641  0.3845  0.3989  0.4089  0.4159  0.4208  0.4242  0.4267  0.4321  0.4323  0.4323  0.4323  0.4323  0.4323  0.4323  0.4323   0.4323   0.4323   0.4323   0.4323   0.4323
nbbSIP   0   0.01445    0.1789    0.3085   0.4164   0.5057   0.5797    0.641  0.6918  0.7338  0.7686  0.7544  0.7909   0.804  0.8077   0.807  0.8043  0.8005  0.7963  0.7919  0.7787  0.7683  0.7582  0.7482  0.7384  0.7288  0.7193    0.71  0.7008   0.695  0.6857  0.6768  0.6682    0.66   0.652  0.6443  0.6369  0.6297  0.5705   0.529     0.5  0.4797  0.4655  0.4555  0.4486  0.4437  0.4403  0.4325  0.4323  0.4323  0.4323  0.4323  0.4323  0.4323  0.4323   0.4323   0.4323   0.4323   0.4323   0.4323
nboSIP   0  -0.01854  -0.02619  -0.01393  0.00436  0.02691  0.05183  0.07783   0.104  0.1297  0.1546  0.1691  0.1953    0.21  0.2194  0.2257  0.2304  0.2342  0.2374  0.2404  0.2384  0.2393  0.2402  0.2409  0.2415  0.2421  0.2425  0.2429  0.2433   0.247  0.2537  0.2599   0.266  0.2718  0.2774  0.2828  0.2881  0.2931  0.3348  0.3641  0.3845  0.3988  0.4089  0.4159  0.4208  0.4242  0.4267  0.4321  0.4323  0.4323  0.4323  0.4323  0.4323  0.4323  0.4323   0.4323   0.4323   0.4323   0.4323   0.4323
Bridged irf:
         0         1         2          3        4        5        6        7       8       9      10      20      30      40      50      60      70      80      90     100
nbbPart  1    0.9593    0.9349     0.9125   0.8931   0.8762   0.8612   0.8478  0.8357  0.8246  0.8145  0.8203  0.8124   0.807   0.802  0.7973  0.7927  0.7882  0.7837  0.7793
nboPart  0   0.08317    0.1129     0.1383     0.16   0.1788   0.1952   0.2098  0.2229  0.2348  0.2457  0.2421  0.2486  0.2523  0.2554  0.2582  0.2609  0.2635   0.266  0.2685
nbbSIP   0   0.01208     0.161     0.2825   0.3836   0.4679   0.5381   0.5967  0.6455  0.6863  0.7202  0.7332  0.7763  0.7928  0.7981  0.7984  0.7962  0.7929  0.7889  0.7848
nboSIP   0  -0.01822  -0.01952  -0.004979  0.01554  0.03984  0.06627  0.09364  0.1211  0.1481  0.1741   0.192  0.2206  0.2368   0.247  0.2535  0.2582  0.2618  0.2649  0.2676
--------------------------------------------------
ISEC=3 secondFactor=1000
bridged IRF ... iShock=1
bridged IRF ... iShock=2
bridged IRF ... iShock=3
bridged IRF ... iShock=4
Original irf:
         0        1        2        3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000    3000    4000    5000    6000    7000    8000    9000   10000   20000   30000   40000   50000   60000   70000   80000   90000  100000  200000  300000  400000  500000
nbbPart  1   0.9037   0.8946    0.886    0.88   0.875  0.8703  0.8659  0.8615  0.8572   0.853  0.8395  0.8274  0.8156   0.804  0.7926  0.7814  0.7704  0.7596   0.749  0.7274   0.705  0.6842  0.6647  0.6464  0.6292  0.6131  0.5981  0.5839  0.5668  0.5358  0.5109  0.4904  0.4734  0.4594  0.4478  0.4383  0.4304  0.3984  0.3937   0.393  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929
nboPart  0   0.1079   0.1153   0.1253  0.1308  0.1351  0.1387  0.1421  0.1452  0.1482  0.1512  0.1511  0.1543  0.1575  0.1605  0.1633   0.166  0.1686   0.171  0.1733  0.1831  0.1965  0.2088  0.2201  0.2306  0.2402  0.2491  0.2573  0.2648  0.2754  0.2963  0.3132   0.327  0.3385   0.348  0.3558  0.3622  0.3676  0.3891  0.3923  0.3928  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929
nbbSIP   0    0.742   0.7346   0.8192  0.8432  0.8581  0.8637   0.865  0.8638  0.8612  0.8579  0.8398  0.8279  0.8161  0.8046  0.7932   0.782   0.771  0.7601  0.7495  0.7276  0.7051  0.6843  0.6648  0.6465  0.6293  0.6132  0.5981   0.584  0.5669  0.5359  0.5109  0.4904  0.4734  0.4594  0.4478  0.4383  0.4304  0.3984  0.3937   0.393  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929
nboSIP   0  0.02649  0.06052  0.08355  0.1042  0.1182   0.128   0.135  0.1403  0.1446  0.1483  0.1505  0.1539  0.1571  0.1601   0.163  0.1657  0.1682  0.1707   0.173   0.183  0.1964  0.2087  0.2201  0.2305  0.2401   0.249  0.2572  0.2647  0.2754  0.2963  0.3132   0.327  0.3385  0.3479  0.3558  0.3622  0.3676  0.3891  0.3923  0.3928  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929  0.3929
Bridged irf:
         0       1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100
nbbPart  1  0.8145  0.8203  0.8124   0.807   0.802  0.7973  0.7927  0.7882  0.7837  0.7793  0.7686  0.7583  0.7482  0.7384  0.7287  0.7191  0.7097  0.7004  0.6913
nboPart  0  0.2457  0.2421  0.2486  0.2523  0.2554  0.2582  0.2609  0.2635   0.266  0.2685   0.265  0.2655   0.266  0.2663  0.2666  0.2667  0.2668  0.2669  0.2668
nbbSIP   0  0.7202  0.7332  0.7763  0.7928  0.7981  0.7984  0.7962  0.7929  0.7889  0.7848   0.769  0.7587  0.7487  0.7388  0.7291  0.7195  0.7101  0.7008  0.6917
nboSIP   0  0.1741   0.192  0.2206  0.2368   0.247  0.2535  0.2582  0.2618  0.2649  0.2676  0.2647  0.2653  0.2658  0.2661  0.2664  0.2666  0.2667  0.2667  0.2667
--------------------------------------------------
ISEC=4 secondFactor=100
bridged IRF ... iShock=1
bridged IRF ... iShock=2
bridged IRF ... iShock=3
bridged IRF ... iShock=4
Original irf:
         0       1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000    3000    4000    5000    6000    7000    8000    9000   10000   20000   30000   40000   50000
nbbPart  1  0.8879  0.8792  0.8672  0.8559  0.8447  0.8338   0.823  0.8123  0.8018  0.7915  0.7618  0.7378  0.7156  0.6947  0.6753  0.6571  0.6401  0.6242  0.6093  0.5788  0.5434  0.5171  0.4972  0.4822  0.4711  0.4629  0.4571   0.453  0.4584  0.4518  0.4451  0.4412  0.4392   0.438  0.4374   0.437  0.4368  0.4366  0.4366  0.4366  0.4366
nboPart  0  0.1544  0.1668  0.1707  0.1735   0.176  0.1783  0.1805  0.1826  0.1846  0.1866  0.2015  0.2156  0.2286  0.2405  0.2515  0.2615  0.2708  0.2793  0.2871  0.3084  0.3353  0.3562  0.3728  0.3862   0.397  0.4059  0.4133  0.4195  0.4176   0.424  0.4295  0.4327  0.4344  0.4353  0.4359  0.4362  0.4363  0.4366  0.4366  0.4366  0.4366
nbbSIP   0  0.8301   0.864  0.8658   0.856  0.8452  0.8342  0.8234  0.8128  0.8023   0.792   0.762   0.738  0.7157  0.6949  0.6754  0.6572  0.6402  0.6242  0.6093  0.5789  0.5435  0.5171  0.4972  0.4822  0.4711  0.4629  0.4571   0.453  0.4584  0.4518  0.4451  0.4412  0.4392   0.438  0.4374   0.437  0.4368  0.4366  0.4366  0.4366  0.4366
nboSIP   0  0.1293  0.1632  0.1698  0.1731  0.1756   0.178  0.1802  0.1824  0.1844  0.1863  0.2014  0.2156  0.2285  0.2404  0.2514  0.2615  0.2707  0.2792   0.287  0.3084  0.3353  0.3561  0.3728  0.3862   0.397  0.4059  0.4133  0.4195  0.4176   0.424  0.4295  0.4327  0.4344  0.4353  0.4359  0.4362  0.4363  0.4366  0.4366  0.4366  0.4366
Bridged irf:
         0       1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100
nbbPart  1  0.7793  0.7686  0.7583  0.7482  0.7384  0.7287  0.7191  0.7097  0.7004  0.6913  0.6705  0.6534  0.6375  0.6226  0.6087  0.5957  0.5834  0.5719  0.5611
nboPart  0  0.2685   0.265  0.2655   0.266  0.2663  0.2666  0.2667  0.2668  0.2669  0.2668  0.2764  0.2856   0.294  0.3017  0.3087  0.3151  0.3209  0.3263  0.3311
nbbSIP   0  0.7848   0.769  0.7587  0.7487  0.7388  0.7291  0.7195  0.7101  0.7008  0.6917  0.6705  0.6535  0.6376  0.6227  0.6088  0.5957  0.5835   0.572  0.5612
nboSIP   0  0.2676  0.2647  0.2653  0.2658  0.2661  0.2664  0.2666  0.2667  0.2667  0.2667  0.2764  0.2855  0.2939  0.3016  0.3086   0.315  0.3209  0.3262  0.3311
--------------------------------------------------
ISEC=5 secondFactor=10
bridged IRF ... iShock=1
bridged IRF ... iShock=2
bridged IRF ... iShock=3
bridged IRF ... iShock=4
Original irf:
         0       1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000    3000    4000    5000
nbbPart  1   0.769  0.7017  0.6861  0.6698  0.6545  0.6402  0.6267  0.6141  0.6021  0.5909  0.5785  0.5486  0.5261  0.5091  0.4964   0.487  0.4801  0.4753  0.4721  0.4838  0.4772  0.4712  0.4678   0.466   0.465  0.4644  0.4641   0.464  0.4637  0.4637  0.4637  0.4637
nboPart  0  0.3033  0.2642  0.2764  0.2855  0.2941  0.3021  0.3094  0.3162  0.3225  0.3283  0.3486  0.3703  0.3875  0.4013  0.4127   0.422  0.4299  0.4365  0.4421  0.4487   0.454  0.4583  0.4608  0.4621  0.4628  0.4632  0.4634  0.4636  0.4637  0.4637  0.4637  0.4637
nbbSIP   0  0.7691  0.7017  0.6861  0.6698  0.6545  0.6402  0.6267   0.614  0.6021  0.5909  0.5785  0.5486  0.5261  0.5092  0.4964   0.487  0.4801  0.4753  0.4721  0.4838  0.4772  0.4712  0.4678   0.466   0.465  0.4644  0.4641   0.464  0.4637  0.4637  0.4637  0.4637
nboSIP   0  0.3032  0.2642  0.2764  0.2855  0.2941   0.302  0.3094  0.3162  0.3225  0.3283  0.3486  0.3703  0.3875  0.4014  0.4127  0.4221  0.4299  0.4365  0.4422  0.4487   0.454  0.4583  0.4608  0.4621  0.4628  0.4632  0.4634  0.4636  0.4637  0.4637  0.4637  0.4637
Bridged irf:
         0       1       2       3       4       5       6       7       8       9      10      20      30      40      50      60      70      80      90     100     200     300     400     500     600     700     800     900    1000    2000    3000    4000    5000
nbbPart  1  0.6913  0.6705  0.6534  0.6375  0.6226  0.6087  0.5957  0.5834  0.5719  0.5611  0.5533  0.5268   0.507   0.492  0.4809  0.4727  0.4668  0.4627    0.46  0.4712  0.4654    0.46   0.457  0.4554  0.4545   0.454  0.4537  0.4535  0.4533  0.4533  0.4533  0.4533
nboPart  0  0.2668  0.2764  0.2856   0.294  0.3017  0.3087  0.3151  0.3209  0.3263  0.3311  0.3485   0.368  0.3835  0.3961  0.4064  0.4149  0.4221  0.4282  0.4334    0.44  0.4447  0.4485  0.4507  0.4519  0.4525  0.4529  0.4531  0.4532  0.4533  0.4533  0.4533  0.4533
nbbSIP   0  0.6917  0.6705  0.6535  0.6376  0.6227  0.6088  0.5957  0.5835   0.572  0.5612  0.5533  0.5268   0.507   0.492  0.4809  0.4727  0.4668  0.4627    0.46  0.4712  0.4654    0.46   0.457  0.4554  0.4545   0.454  0.4537  0.4535  0.4533  0.4533  0.4533  0.4533
nboSIP   0  0.2667  0.2764  0.2855  0.2939  0.3016  0.3086   0.315  0.3209  0.3262  0.3311  0.3485   0.368  0.3836  0.3961  0.4064   0.415  0.4221  0.4282  0.4335    0.44  0.4447  0.4486  0.4507  0.4519  0.4525  0.4529  0.4531  0.4532  0.4533  0.4533  0.4533  0.4533

--------------------------------------------------
Bridged random walk decomposition
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
iSec=1
iSec=2
iSec=3
iSec=4
iSec=5

Ending NVDA 20161003 analysis at 20-Nov-2018 13:40:09. Elapsed time is 0.99196 sec.

