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Unconditional expected shortfall (ES) backtest with critical values for
*t* distributions

`TestResults = unconditionalT(ebt)`

`TestResults = unconditionalT(ebt,Name,Value)`

runs the unconditional expected shortfall (ES) backtest of Acerbi-Szekely (2014)
using precomputed critical values and assuming that the returns distribution is
`TestResults`

= unconditionalT(`ebt`

)*t* with 3 degrees of freedom.

adds an optional name-value pair argument for `TestResults`

= unconditionalT(`ebt`

,`Name,Value`

)`TestLevel`

.

[1] Acerbi, C., and B. Szekely. *Backtesting Expected
Shortfall.* MSCI Inc. December, 2014.

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