Price (level) Series | ase | stoxx | vstoxx | ppc | gbonds | eua | ngas | brent | lignite | smp | load | |
Observations | 2160 | 2160 | 2160 | 2160 | 2160 | 2160 | 2160 | 2160 | 2160 | 2160 | 2160 | |
Mean | 1561.76 | 2703.01 | 27.40 | 8.81 | 12.19 | 12.16 | 21.71 | 95.24 | 33.69 | 56.05 | 5998.79 | |
Median | 1437.66 | 2710.37 | 24.40 | 9.55 | 10.15 | 12.90 | 23.50 | 105.78 | 35.10 | 52.49 | 5907.71 | |
Maximum | 4303.77 | 3882.28 | 85.44 | 21.92 | 37.10 | 31.71 | 36.91 | 143.95 | 48.53 | 123.77 | 8555.83 | |
Minimum | 476.36 | 1809.98 | 13.82 | 1.15 | 4.42 | 2.70 | 7.08 | 34.45 | 21.98 | 10.24 | 3684.54 | |
Std. Dev. | 837.03 | 359.95 | 10.42 | 3.81 | 8.09 | 6.24 | 6.26 | 23.59 | 5.77 | 19.27 | 801.24 | |
Skewness | 1.35 | 0.60 | 1.86 | 0.44 | 1.33 | 0.79 | −0.61 | −0.68 | −0.20 | 0.74 | 0.63 | |
Kurtosis | 3.98 | 3.89 | 7.50 | 4.01 | 3.95 | 3.40 | 2.36 | 2.54 | 2.76 | 3.04 | 3.48 | |
JB | h | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
p-value | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
Stat. | 669.95 | 198.92 | 3069.40 | 163.04 | 714.96 | 240.4 | 170.20 | 183.73 | 19.27 | 198.71 | 162.19 | |
ADF | h | 1 | 0 | 1 | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 |
p-value | 0.00 | 0.34 | 0.14 | 0.05 | 0.38 | 0.03 | 0.46 | 0.55 | 0.84 | 0.00 | 0.34 | |
Stat. | −3.30 | −1.45 | −1.97 | −0.74 | −2.10 | −0.53 | −0.28 | 0.59 | −3.31 | −0.86 | 0.59 | |
PP | h | 1 | 0 | 1 | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0.00 |
p-value | 0.00 | 0.34 | 0.14 | 0.05 | 0.38 | 0.03 | 0.46 | 0.55 | 0.84 | 0.00 | 0.34 | |
Stat. | −3.30 | −0.85 | −1.45 | −1.97 | −0.74 | −2.10 | −0.53 | −0.28 | 0.59 | −3.31 | −0.86 |