Outlier Detection in Adaptive Functional-Coefficient Autoregressive Models Based on Extreme Value Theory

Table 1

𝑝-values	Absolute value statistic	Square statistic	Adjusted square statistic
𝑛=50	4.8414𝑒−6	1.8326𝑒−8	3.3739𝑒−8
𝑛=100	1.0027𝑒−6	1.6592𝑒−9	2.1995𝑒−9
𝑛=500	1.9065𝑒−6	2.6461𝑒−8	2.60394𝑒−8
𝑛=1000	2.8048𝑒−7	1.3358𝑒−9	1.2590𝑒−9