均值 | 中间值 | 最大值 | 最小值 | 标准差 | 偏度 | 峰度 | Jarque-Bera | |
H1 | 0.021886 | 0.065128 | 7.21905 | −6.295656 | 1.113103 | −0.18087 | 7.94267 | 1206.552*** |
H2 | −0.011395 | −0.042984 | 12.78048 | −6.784937 | 1.645919 | 0.411397 | 8.055065 | 1288.582*** |
H3 | 0.019506 | 0.034427 | 8.027949 | −6.22972 | 1.198676 | −0.05071 | 6.545449 | 618.0167*** |
H4 | 0.032119 | 0.006086 | 6.305208 | −6.341325 | 1.239794 | −0.1514 | 5.932775 | 427.0367*** |
H5 | 0.033966 | 0.058369 | 11.5153 | −6.810029 | 1.385292 | 0.136566 | 10.97397 | 3127.236*** |
H6 | 0.120639 | 0.111446 | 9.265065 | −7.044203 | 1.645709 | −0.01464 | 5.196067 | 236.9578*** |
H7 | 0.015688 | −0.034497 | 12.07251 | −9.896652 | 1.68686 | 0.065763 | 9.562406 | 2116.426*** |
H8 | 0.004001 | −0.006645 | 9.587753 | −6.270493 | 1.431203 | 0.217995 | 6.485669 | 606.2012*** |
H9 | −0.011124 | −0.048584 | 6.305077 | −7.605752 | 1.281014 | 0.11614 | 6.275261 | 529.6307*** |
H10 | 0.011439 | 0.040489 | 4.435186 | −4.178211 | 0.907 | −0.12361 | 5.7846 | 383.9174*** |
H11 | 0.003198 | 0.023183 | 5.539854 | −4.966349 | 1.044959 | −0.00438 | 5.917775 | 418.2252*** |
A1 | 0.082843 | 0.07697 | 7.48496 | −9.11328 | 1.702529 | −0.49775 | 6.915402 | 801.7878*** |
A2 | −0.022325 | 0.011754 | 8.53852 | −9.730566 | 1.816432 | −0.74052 | 8.237952 | 1455.555*** |
A3 | 0.029669 | −0.015614 | 10.73649 | −10.11087 | 1.759667 | −0.18459 | 9.420574 | 2031.813*** |
A5 | 0.023896 | 0.048909 | 8.065746 | −13.63409 | 1.9061 | −0.88592 | 10.12376 | 2647.216*** |
A6 | 0.034341 | 0.102215 | 8.957839 | −10.29097 | 2.11613 | −0.66687 | 6.611977 | 728.2897*** |
A7 | 0.017575 | 0.079234 | 6.612328 | −12.04695 | 1.895223 | −0.98147 | 8.282197 | 1559.951*** |
A8 | 0.047961 | 0.113281 | 6.426354 | −8.97984 | 1.724004 | −0.95252 | 7.812859 | 1316.195*** |
A9 | 0.038626 | 0.056243 | 8.899833 | −10.52853 | 2.111932 | −0.56511 | 7.359547 | 996.4051*** |
A10 | 0.025969 | 0.037966 | 6.929494 | −13.08813 | 1.664559 | −0.97186 | 11.60066 | 3819.441*** |
A11 | 0.063874 | 0.076898 | 7.899823 | −10.06136 | 1.663628 | −0.71406 | 9.150671 | 1958.627*** |