PBt | CPIt−2 | Ut−1 | STRt | CCIt | LTRt | GDPct−1 | |
Mean | 0.0809 | 0.0210 | 0.1640 | 0.0138 | 0.9834 | 0.0851 | −0.0002 |
Median | 0.0754 | 0.0290 | 0.1240 | 0.0076 | 0.9832 | 0.0680 | −0.0008 |
Std. Dev. | 0.0464 | 0.0211 | 0.0766 | 0.0164 | 0.0170 | 0.0547 | 0.0089 |
Kurtosis | 4.2090 | −0.6524 | −1.6690 | −0.4246 | −1.3555 | 3.2696 | −0.9389 |
Skewness | 1.4728 | −0.5896 | 0.2969 | 0.9123 | 0.1667 | 1.8270 | 0.0289 |
Min | 0.0262 | −0.0290 | 0.0680 | −0.0033 | 0.9544 | 0.0330 | −0.0154 |
Max | 0.3204 | 0.0570 | 0.2900 | 0.0511 | 1.0133 | 0.2924 | 0.0145 |