| Mean | Maximum | Minimum | S.D | Skewness | Kurtosis | J-B | ADF | PP |
US | 0.00015 | 0.0913 | −0.0947 | 0.0144 | −0.5234 | 9.576 | 3131.8*** | −26.7222*** | −46.2120*** |
BR | −0.00011 | 0.1687 | −0.1209 | 0.0195 | 0.1565 | 10.732 | 4229.2*** | −26.1905*** | −41.8285*** |
RS | −0.00052 | 0.2020 | −0.2119 | 0.0265 | −0.3815 | 13.140 | 7302.9*** | −23.4252*** | −37.1160*** |
IN | 0.00033 | 0.1503 | −0.1752 | 0.0167 | −0.7276 | 17.027 | 14046.0*** | −23.7181*** | −39.8264*** |
CH | −0.00034 | 0.0925 | −0.1918 | 0.0193 | −1.0823 | 13.785 | 8545.8*** | −22.2638*** | −41.4320*** |