Parameter | Value |
A: Descriptive statistics | |
Maximum | 113 |
Minimum | 26.19 |
Mean | 71.5394 (3.87Eā05) |
Stand.dev. | 21.51654 (0.0098) |
Skewness | 0.1319 |
Kurtosis | 4.0524 |
B: Normality test | |
Jarque-Bera | 2506.982*** |
C: Unit root test | |
ADF | ā74.32*** |
PP | ā73.54*** |
D: ARCH effects | |
LM(10) | 35.27 |