| 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 | 234 | 234 | 234 | 234 | 234 | 234 | 234 | 234 | 234 | 234 | 234 | 234 | 234 |