Indicator | Max | Min | Std | Skewness | Kurtosis | ADF (0) | P-value | ADF (1) | P-value |
SHIBOR_1w | 5.2562 | 1.8504 | 1.097495 | −0.5975 | 1.863126 | −1.15174 | 0.6971 | −11.0823 | 0.0000 |
SHIBOR_1m | 9.698 | 1.0133 | 1.490551 | 0.433621 | 3.326215 | −2.68741 | 0.0763 | −13.2639 | 0.0000 |
SHIBOR_3m | 6.4611 | 1.2044 | 1.313786 | −0.34965 | 2.104858 | −1.57764 | 0.4939 | −15.9268 | 0.0000 |
SHIBOR_6m | 5.5242 | 1.4656 | 1.18796 | −0.52395 | 1.978299 | −1.17218 | 0.6885 | −9.65092 | 0.0000 |
SHIBOR_9m | 5.2502 | 1.6361 | 1.143067 | −0.58123 | 1.915188 | −1.16128 | 0.6931 | −10.8003 | 0.0000 |
SHIBOR_1y | 13.444 | 0.8008 | 1.104459 | 1.924162 | 12.44001 | −1.97164 | 0.0466 | −18.8545 | 0.0000 |