Period | N | Mean | Sd | Variance | Skewness | Kurtosis |
Training period | 132 | −0.063207 | 0.992520 | 0.985096 | 0.274531 | 3.462173 |
Testing period | 108 | −0.024417 | 1.006990 | 1.014029 | 0.312870 | 3.485325 |