$\lambda$

Chart

$\delta$

0.025

0.05

0.075

0.10

0.25

0.50

0.75

1.00

2.00

3.00

4.00

0.2

RMEWMA

393.93

312.74

252.63

204.83

70.496

21.02

10.77

7.14

3.50

2.70

2.00

MEWMA

486.89

454.96

415.395

364.81

145.52

40.09

17.51

10.39

3.99

2.71

2.16

EWMA

485.52

457.48

410.30

363.24

149.40

40.81

17.70

10.38

3.74

2.37

1.86

IEWMA

420.697

357.41

304.16

259.05

113.28

37.97

18.31

11.23

4.08

2.55

1.98

0.4

RMEWMA

421.30

359.13

306.33

262.30

107.296

32.17

13.65

7.58

2.71

1.999

1.996

MEWMA

495.77

476.09

452.22

418.61

207.16

62.78

24.57

12.69

3.57

2.31

2.02

EWMA

497.01

480.16

451.30

421.89

222.01

70.95

28.07

14.06

3.52

2.01

1.44

IEWMA

440.54

390.199

343.17

303.91

151.20

55.01

23.86

12.89

3.47

2.00

1.44

0.6

RMEWMA

436.77

380.73

333.595

291.67

136.69

46.33

19.197

9.74

2.45

1.99

1.91

MEWMA

492.57

474.05

456.29

430.00

249.93

85.899

33.82

16.39

3.56

2.19

1.95

EWMA

500.87

484.92

472.75

449.58

281.71

108.54

45.24

21.66

3.88

1.87

1.27

IEWMA

449.98

407.91

368.29

331.68

183.06

74.56

33.99

17.37

3.58

1.79

1.24

0.8

RMEWMA

443.28

394.96

352.53

312.71

160.47

60.88

25.56

12.83

2.32

1.94

1.72

MEWMA

497.08

488.56

469.21

450.03

280.84

107.79

44.03

20.82

3.73

2.14

1.80

EWMA

495.43

489.95

478.11

462.15

328.60

151.49

69.02

34.43

4.89

1.88

1.21

IEWMA

457.46

421.09

389.69

357.54

214.02

97.38

46.27

24.79

4.15

1.74

1.17

1.0

RMEWMA

446.02

401.09

361.79

327.78

181.54

74.30

32.85

16.39

2.53

1.85

1.52

MEWMA

498.29

493.99

478.24

460.69

304.38

125.38

54.79

25.797

4.07

2.09

1.64

EWMA

497.55

493.28

484.92

473.25

371.36

204.31

104.61

54.998

7.26

2.16

1.22

IEWMA

459.12

425.63

396.37

367.61

234.46

117.53

60.62

33.32

5.29

1.83

1.15