Series

N

Mean

SD

Skewness

Kurtosis

Minimum

Maximum

S-Wilk z

S-Wilk p

robjb-s

robjb-k

medcouple-L

medcouple-R

Raw

5479

0.16835

0.01178

0.104

2.000

0.149

0.201

12.718

0.000

0.000

0.000

−0.190

0.006

First differenced

5478

−0.00001

0.00029

4.215

48.663

−0.002

0.004

18.954

0.000

0.000

0.000

0.513

0.282

Autocorrelations

Lag

1

2

3

4

5

10

20

40

100

Raw

0.9994

0.9987

0.9981

0.9974

0.9968

0.9938

0.9881

0.9759

0.9358

First differenced

0.0053

0.0597

−0.0103

−0.0479

0.0477

0.0150

0.0180

0.0395

−0.0003