变量 | 最小值 | 最大值 | 均值 | 标准差 |
PFA | 0.084 | 94.223 | 16.683 | 12.084 |
MADGAP | −8.109 | 8.980 | −0.350 | 1.435 |
VARGAP | −1.495 | 1.025 | −0.063 | 0.242 |
GARCHGAP | −23.947 | 5.399 | −0.470 | 2.288 |
FC | −54.375 | 39.185 | 0.504 | 10.835 |
LR | 0.015 | 16.119 | 2.378 | 2.056 |
TAR | 0.461 | 1.000 | 0.977 | 0.054 |
MBR | −0.984 | 11.906 | 0.340 | 1.142 |
LV | 0.000 | 2.946 | 0.412 | 0.590 |
AV | 0.148 | 31.759 | 6.195 | 4.148 |
CR | 0.166 | 0.961 | 0.571 | 0.162 |