Mean

Std.

Skewness

Kurtosis

ADF

PP

J-B

LQ(1)

BCI

−0.03

4.68

0.69

5.35

−12.23***

−23.97***

3909.65**

1351.7***

BPI

−0.03

2.30

−0.08

5.14

−13.38**

−15.02***

3382.47***

2297.7***

BSI

−0.03

1.54

0.33

18.35

−9.75***

−13.94***

43127.12**

2413.4***

BHSI

−0.02

1.24

−1.15

14.33

−9.47***

−13.77***

26948.60***

2386.1***