变量 | Mean | Max | Min | Std | Skew | Kurt | ADF(Q(1)) | Obs |
CEFD | −0.1346 | 0.2145 | −0.3321 | 0.010807371 | 0.3938772 | 3.475964 | 0.000366*** | 243 |
RIPO | 0.6182 | 6.2674 | −0.0521 | 0.460278740 | 3.3143761 | 23.021802 | 0.001641** | 243 |
NIPO | 17.08 | 82.00 | 0.00 | 1.65187142 | 1.0139269 | 3.749026 | 0.000251*** | 243 |
NIA | 40.58 | 297.47 | 2.30 | 250.78311737 | 3.1000325 | 15.530994 | 0.000588*** | 243 |
TURN | 0.2568 | 0.8247 | 0.0852 | 1760.4225226 | 1.5990918 | 6.171296 | 0.000869*** | 243 |
CCI | 104.3 | 127.0 | 85.5 | 122.68631160 | 0.4716420 | 2.149351 | 0.130 | 243 |
CNEPU | 129.92 | 238.32 | 39.53 | 1452.6056805 | 0.1521133 | 3.013674 | 0.003820** | 243 |