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均值 | 3289.0121 | 3266.7453 | 0.0006 | 0.0006 |
标准差 | 671.4212 | 668.5112 | 0.0178 | 0.0211 |
偏度 | 0.4312 | 0.5271 | −1.0888 | −0.7771 |
峰度 | 3.6911 | 3.8962 | 8.6013 | 11.6892 |
Jarque-Bera | 32.9262 (<0.01) | 58.0281 (<0.01) | 1093.8081 (<0.01) | 2360.5693 (<0.01) |
Q(10) | 8.6382 (0.56) | 10.6936 (0.41) | 53.1259 (<0.01) | 51.2946 (<0.01) |
ADF | −1.7982 (0.70) | −1.9202 (0.64) | −6.9001 (<0.01) | −4.8442 (<0.01) |