变量名 | 观测量 | 均值 | 标准差 | 偏度 | 峰度 | ARCH-LM |
Exchange-USD | 736,268 | 0 | 0.004 | −1.351 | 8.958 | 0.0441*** |
Exchange-EUR | 736,268 | 0 | 0.005 | −0.438 | 7.233 | −0.015*** |
Exchange-JPY | 736,268 | 0 | 0.006 | −0.427 | 6.269 | 0.026*** |
RET | 736,268 | −0.001 | 0.037 | −0.005 | 9.807 | −0.487*** |