Table 3 Results for the ANOVA model (1)
From: Profitability of technical trading strategies under market manipulation
| Â | Df | Sum Sq | Mean Sq | F value | Pr(>F) |
|---|---|---|---|---|---|
\(\alpha _i\) | 1 | 0.0 | 0.00247 | 20.140 | \(7.20\mathrm{e}^{-06}\) |
\(\text {CLOSING}_k\) | 1 | 0.0 | 0.00466 | 38.085 | \(6.77\mathrm{e}^{-10}\) |
\(\text {LUNCH}_j\) | 2 | 0.0 | 0.01114 | 91.002 | \(< 2\mathrm{e}^{-16}\) |
\(\text {MONTH}_l\) | 11 | 0.4 | 0.03959 | 323.412 | \(< 2\mathrm{e}^{-16}\) |
\(\text {YEAR}_m\) | 7 | 0.1 | 0.00977 | 79.792 | \(< 2\mathrm{e}^{-16}\) |
\(\text {STRATEGY}_n\) | 74 | 0.0 | 0.00067 | 5.482 | \(< 2\mathrm{e}^{-16}\) |
\(\text {STOCK}_h\) | 36 | 0.5 | 0.01268 | 103.577 | \(< 2\mathrm{e}^{-16}\) |
Residuals | 10536595 | 1289.8 | 0.00012 | Â | Â |