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