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Unconditional expected shortfall (ES) backtest by Acerbi-Szekely with critical values for normal distributions

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

= unconditionalNormal(`ebt`

)

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

= unconditionalNormal(`ebt`

,`Name,Value`

)`TestLevel`

.

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