Series S/No | Statistic | Mean | Median | True Value | Estimated Value | Min | Max | Skewness | Kurtosis | JB value | Q* | Estimate of Test Statistic | Decision at 5% level | |
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1 |
| 0.0000 | −0.0011 | 1.0000 | 1.0000 | −2.05 | 2.39 | 0.11 | −0.60 | 1.70 | 1.05 | - | - | Do not Reject |
| 0.9900 | 0.5866 | 2.0000 | 1.3546 | 0.00 | 5.71 | 1.82 | 3.60 | 109.21 | 6.33 | 67.05 | - | ||
| 0.1079 | 0.0000 | 15.0000 | 7.8106 | −8.60 | 13.66 | 1.63 | 8.73 | 361.84 | 2.55 | - | 51.55 | ||
2 |
| 0.0000 | 0.0131 | 1.0000 | 1.0000 | −2.09 | 2.43 | 0.08 | −0.69 | 2.09 | 0.43 | - | - | Do not Reject |
| 0.9900 | 0.4951 | 2.0000 | 1.2681 | 0.00 | 5.90 | 1.72 | 3.39 | 97.19 | 5.04 | 62.77 | - | ||
| 0.0753 | 0.0000 | 15.0000 | 7.1472 | −9.12 | 14.32 | 1.05 | 9.38 | 384.98 | 0.21 | - | 47.17 | ||
3 |
| 0.0000 | 0.2008 | 1.0000 | 1.0000 | −2.29 | 2.07 | −0.16 | −0.61 | 1.98 | 3.25 | - | - | Do not Reject |
| 0.9900 | 0.5060 | 2.0000 | 1.3493 | 0.00 | 5.25 | 1.79 | 2.74 | 84.68 | 4.84 | 66.79 | - | ||
| −0.1592 | 0.0096 | 15.0000 | 7.7045 | −12.03 | 8.93 | −0.74 | 6.30 | 174.50 | 5.80 | - | 50.85 | ||
4 |
| 0.0000 | −0.0543 | 1.0000 | 1.0000 | −3.07 | −2.88 | −0.06 | 0.41 | 0.76 | 0.45 | - | - | Do not Reject |
| 0.9900 | 0.4760 | 2.0000 | 2.3030 | 0.00 | 9.44 | 3.27 | 13.81 | 972.87 | 2.56 | 114.00 | - | ||
| −0.0627 | −0.0002 | 15.0000 | 19.0055 | −28.99 | 23.90 | −1.32 | 28.04 | 3305.05 | 0.60 | - | 125.43 | ||
5 |
| 0.0000 | 0.0399 | 1.0000 | 1.0000 | −2.75 | 3.13 | −0.03 | 0.46 | 0.90 | 1.64 | - | - | Reject |
| 0.9900 | 0.4353 | 2.0000 | 2.3529 | 0.00 | 9.77 | 3.30 | 13.82 | 977.30 | 2.80 | 116.47 | - | ||
| −0.0284 | 0.0001 | 15.0000 | 19.6277 | −20.83 | 30.54 | 1.88 | 27.99 | 3323.24 | 2.59 | - | 129.54 | ||
6 |
| 0.0000 | 0.1302 | 1.0000 | 1.0000 | −2.74 | 3.07 | −0.15 | 0.52 | 1.50 | 3.00 | - | - | Reject |
| 0.9900 | 0.4605 | 2.0000 | 2.4129 | 0.00 | 9.42 | 3.12 | 11.80 | 742.41 | 2.56 | 119.44 | - | ||
| −0.1487 | 0.0023 | 15.0000 | 19.5947 | −20.47 | 28.92 | 1.40 | 23.91 | 2414.70 | 0.23 | - | 129.33 |