Series

Skewness

χ² statistic

df

p-value

CF

0.056937

1.274020

1

0.2590

CS

−4.240484

7066.810

1

0.0000

GF

−0.589093

136.3830

1

0.0000

GS

0.592101

137.7792

1

0.0000

HF

−1.138971

509.8211

1

0.0000

HS

−0.125048

6.145373

1

0.0132

7858.213

6

0.0000

Series

Kurtosis

χ² statistic

df

p-value

CF

10.21375

5112.752

1

0.0000

CS

101.6174

955,519.8

1

0.0000

GF

17.20323

19,820.15

1

0.0000

GS

15.34322

14,968.89

1

0.0000

HF

24.22178

44,248.25

1

0.0000

HS

31.65732

80,687.03

1

0.0000

1,120,357

6

0.0000

Series

JB statistic

df

p-value

CF

5114.026

2

0.0000

CS

962,586.6

2

0.0000

GF

19,956.53

2

0.0000

GS

15,106.67

2

0.0000

HF

44,758.07

2

0.0000

HS

80,693.18

2

0.0000

Joint

1,128,215

12

0.0000