D17-F05-A03 · SYNTHETIC TEACHING DATA
Martingale-Difference Dependence Tests
Screen a claimed zero-conditional-mean innovation against both linear and nonlinear past information.
Teaching stage
Swipe the chart and evidence table horizontally to inspect the full labels. Keyboard users can focus each region and use the arrow keys.
Choose → step → observe → explain → compare
Inspect the calculation
| Observation | Input / intermediate | Derived evidence |
|---|
All displayed values are calculated from the selected synthetic input. Decimal returns use 0.01 for 1%. A statistical result applies only to its declared hypothesis and sample.