Wheat | Corn | Cotton | Soybeans | WTI | |
Mean | 1.072 | 0.868 | 0.518 | 0.414 | 0.994 |
Median | 1.090 | 0.815 | 0.559 | 0.336 | 0.943 |
Min | −4.470 | −1.951 | −7.056 | −2.470 | −3.888 |
Max | 5.764 | 4.959 | 4.044 | 4.029 | 5.189 |
Stdev | 1.010 | 0.986 | 1.297 | 0.966 | 1.041 |
Skewness | −0.143 | 0.238 | −0.544 | 0.380 | 0.345 |
Kurtosis | 4.341 | 2.896 | 4.493 | 3.240 | 3.650 |
JB test | 184.230# | 23.199# | 334.394# | 62.194# | 88.028# |
(0.000) | (0.000) | (0.000) | (0.000) | (0.000) | |
Q(20) | 4428.369# | 4432.020# | 3608.105# | 4474.883# | 15369.452# |
(0.000) | (0.000) | (0.000) | (0.000) | (0.000) | |
ARCH(10) | 525.701# | 448.847# | 323.893# | 519.909# | 1252.773# |
(0.000) | (0.000) | (0.000) | (0.000) | (0.000) |