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