Bond type | Mean | Std. Dev. | Skewness | Kurtosis | JB | LB (10) | LB2 (10) | LM |
0 to 5 | 0.001545 | 0.003258 | 1.70988 | 14.00902 | 1727.61* | 23.56* | 149.38* | 12.02** |
5 to 10 | 0.001694 | 0.005306 | 0.77518 | 8.02916 | 360.05* | 19.96* | 223.11* | 52.74* |
10 to 15 | 0.001776 | 0.007457 | 1.19397 | 10.00555 | 712.14* | 15.85* | 160.16 | 5.10 |
15 to 20 | 0.001891 | 0.008715 | 1.11177 | 9.07152 | 543.50* | 25.55* | 111.78* | 10.00* |
20 to 30 | 0.001902 | 0.0102 | 1.06948 | 8.97137 | 523.03* | 24.16* | 128.33* | 22.62* |
BI | 0.001741 | 0.006212 | 1.24213 | 11.08382 | 929.76* | 20.09* | 131.63 | 6.17 |
SI | 0.001749 | 0.006494 | 1.01796 | 9.23810 | 556.18* | 17.12* | 145.72* | 6.99 |