| dcsh | bgfz | bgy | bx | sydc | xt | zq | zzdc |
均值 | 0.0353 | 0.0418 | 0.0223 | 0.0288 | 0.0099 | 0.0253 | 0.0155 | 0.0198 |
中位数 | −0.0263 | −0.0461 | −0.0122 | −0.0335 | 0.0810 | 0.0124 | −0.0653 | 0.0027 |
最大值 | 69.9928 | 70.5931 | 69.9536 | 70.6035 | 70.5693 | 69.0238 | 70.5866 | 69.6628 |
最小值 | −70.9020 | −70.2818 | −69.9696 | −70.5890 | −71.4644 | −69.8330 | −72.0234 | -71.2996 |
标准差 | 3.1377 | 3.11397 | 2.9445 | 3.2874 | 3.2289 | 3.6234 | 3.5109 | 3.2435 |
偏度 | −0.5182 | −0.2882 | −0.0088 | −0.2465 | −0.6430 | −0.3769 | −0.1512 | -0.7458 |
峰度 | 353.1511 | 362.6240 | 448.1153 | 293.3895 | 321.6544 | 192.2594 | 226.2881 | 308.9306 |
JB值 | 13982293 | 14748985 | 22594810 | 9616715 | 11580052 | 4084938 | 5685849 | 10673817 |
P值 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
ADF值 | −53.0846 | −53.0465 | −52.6223 | −52.9537 | −50.3464 | −50.2919 | −51.3981 | −51.1182 |