Czech

Hungary

Poland

Turkey

Malaysia

Taiwan (China)

Mean

0.086

0.276

0.176

0.582

0.048

0.052

Median

0.366

0.504

0.316

0.773

0.143

0.203

Stdev

3.339

4.071

3.628

6.071

3.230

3.524

Min

−16.960

−20.054

−17.547

−32.837

−13.720

−11.607

Max

13.328

17.829

22.226

24.305

27.966

15.674

Quartile 1

−1.488

−1.653

−1.766

−2.584

−1.227

−1.902

Quartile 3

2.032

2.490

2.186

3.658

1.384

2.026

Skewness

−0.660^#

−0.623^#

−0.133^#

−0.298^#

0.711^#

−0.150^#

Kurtosis

3.482^#

3.381^#

3.445^#

2.892^#

10.483^#

1.326^#

JB Stat

495.022^#

463.569^#

426.447^#

311.732^#

3987.205^#

66.436^#

ARCH-LM

86.558^#

142.108^#

58.760^#

72.608^#

75.617^#

113.948^#

Q(20)

63.563^#

48.164^#

40.376^#

34.143^*

58.500^#

20.497

ADF

−9.099^#

−9.421^#

−8.896^#

−9.201^#

−8.263^#

−8.261^#

KPSS

0.136

0.336

0.118

0.398^†

0.166

0.054

N

850

850

850

850

850

850