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Table 13 Sign and size test

From: Estimating the risk of SARS-CoV-2 deaths using a Markov switching-volatility model combined with heavy-tailed distributions for South Africa

Test

T-value

P-value

Sign Bias

1.1973

0.2317

Negative Sign Bias

2.3370

 < 0.0198

Positive Sign Bias

0.2160

0.8291

Joint Effect

6.1130

0.1062