Statistic

Mean

Median

Estimated Value

Skewness

Kurtosis

JB

value

Q*

Estimate of Test Statistic

$S^2$

${\gamma }_1$

${\gamma }_2$

$\frac{\left(n-1\right)S_{X_t^2}^2}{2{\widehat{\sigma }}_0^4}$

$\frac{\left(n-1\right)S_{X_t^3}^2}{15{\widehat{\sigma }}_0^6}$

$X_t$

0.0000

0.1261

1.0000

−0.28

−0.04

1.87

3.36

-

-

$X_t^2$

0.9931

0.4763

1.9074

1.90

2.79

133.19

0.04

136.38

-

$X_t^3$

−0.2728

0.0020

11.5236

−0.61

6.47

259.67

−0.14

-

109.86