Coefficient

Cluster

C_H1

Cluster

C_H2

Cluster

C_H3

Cluster

C_H4

Mean (Std D.)

Mean (Std D.)

Mean (Std D.)

Mean (Std D.)

Trend

0.609 (0.086)

0.100 (0.752)

0.885 (0.350)

0.442 (0.508)

Autocorrelation

0.987 (0.010)

0.156 (0.856)

1.443 (0.243)

0.847 (0.433)

Non-Linear

0.035 (0.029)

0.243 (0.866)

1.811 (0.153)

1.188 (0.321)

Skewness

0.167 (0.012)

0.498 (0.797)

1.106 (0.361)

1.372 (0.253)

Kurtosis

0.160 (0.018)

0.584 (0.712)

0.731 (0.603)

1.196 (0.321)

Hurst

0.999 (0.000)

0.526 (0.786)

1.217 (0.309)

2.050 (0.072)

Lyapunov

0.982 (0.003)

0.806 (0.643)

0.995 (0.468)

1.817 (0.074)