LNDRR

NCS

LNIBOR

LNER

LNM0

LNM1

LNM2

LNCI

LNECI

LNCCI

LNMCI

LNGCI

LNOCI

LNSCI

Mean

2.649

149.140

1.019

1.924

10.847

12.617

13.791

7.018

6.974

6.558

7.214

6.059

7.169

6.502

Median

2.741

0.000

1.019

1.918

10.972

12.691

13.936

7.048

7.012

6.535

7.255

6.006

7.132

6.507

Maximum

3.068

14070.00

2.111

2.113

11.649

13.453

14.879

7.429

7.571

7.278

7.654

6.433

7.647

7.031

Minimum

2.015

−11775.00

−0.122

1.801

9.853

11.371

12.367

6.206

6.234

5.944

6.174

5.645

6.914

6.127

Std. Dev.

0.316

3672.425

0.360

0.086

0.483

0.635

0.744

0.243

0.251

0.282

0.287

0.177

0.166

0.170

Skewness

−0.694

0.302

−0.254

0.829

−0.430

−0.456

−0.378

−1.186

−0.559

0.226

−1.546

0.033

0.555

0.382

Kurtosis

2.442

4.875

3.858

2.784

2.076

1.959

1.891

4.564

3.339

2.340

5.680

2.344

2.423

2.948

Jarque-Bera

21.806

37.831

9.700

27.271

15.548

18.677

17.563

78.678

13.300

6.232

163.253

4.235

15.245

5.732

Probability

0.000

0.000

0.008

0.000

0.000

0.000

0.000

0.000

0.001

0.044

0.000

0.120

0.000

0.058

Sum

619.922

34898.70

238.409

450.205

2538.184

2952.412

3227.163

1642.134

1632.012

1534.645

1688.002

1417.808

1677.601

1521.563

Sum Sq. Dev.

23.209

3.14E+09

30.110

1.734

54.467

93.837

129.085

13.708

14.703

18.560

19.190

7.295

6.404

6.716

Observations

234

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