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