| USD/KES | GBP/KES | EUR/KES | SAR/KES |
No. of obs. | 3475 | 3475 | 3475 | 3475 |
Minimum | −4.087857 | −8.302552 | −3.649587 | −16.301456 |
Maximum | 5.489183 | 5.239101 | 6.396774 | 8.547573 |
Mean | 0.006479 | −0.001462 | 0.005523 | −0.011984 |
Std.dev | 0.476499 | 0.749164 | 0.753984 | 1.180185 |
Skewness | 0.514128 | −0.272172 | 0.490784 | −0.745638 |
Kurtosis | 18.927728 | 7.818734 | 5.147376 | 13.688960 |
JB-test (p-value) | 52095.3486 (0.0000) | 8908.5418 (0.0000) | 3982.9444 (0.0000) | 27492.5519 (0.0000) |
ADF-test (p-value) | −13.344 (0.0000) | −15.719 (0.0000) | −14.648 (0.0000) | −16.744 (0.0000) |
LBQ (10) | 1605.70 | 430.08 | 827.23 | 834.48 |
LBQ (20) | 2787.70 | 743.80 | 1498.50 | 956.46 |
LM (10) | 2304.55 | 393.80 | 450.10 | 240.55 |
LM (20) | 3982.24 | 815.78 | 802.78 | 444.28 |
Correlations |
|
|
|
|
USD |
| 0.5848 | 0.5907 | 0.3679 |
GBP |
|
| 0.7466 | 0.5248 |
EUR |
|
|
| 0.5545 |