Descriptive statistics
| Variables | Min | Max | Mean | Std. Dev | Skewness | Kurtosis | Jarque-Bera | ADF test |
|---|---|---|---|---|---|---|---|---|
| glgss | −2.1957 | 2.546 | −0.0056 | 0.5176 | 0.2376 | 4.7854 | 160.71*** | −29.304*** |
| glgbi | −2.2263 | 2.6230 | −0.0055 | 0.5399 | 0.2617 | 4.7089 | 150.41*** | −29.547*** |
| glsobi | −2.2765 | 2.5873 | −0.0093 | 0.5454 | 0.1898 | 4.9113 | 178.79*** | −29.676*** |
| glsubi | −1.9775 | 2.2320 | −0.0031 | 0.4260 | 0.1351 | 5.0706 | 205.31*** | −27.967*** |
| glsentix | −3.0110 | 4.4829 | 0.3132 | 2.0852 | −0.1823 | 1.6373 | 3.3112** | −2.334** |
| glturn | 2.5371 | 3.2509 | 2.9580 | 0.1333 | −0.4965 | 4.3278 | 5.9569** | −5.1683*** |
| Variables | Min | Max | Mean | Std. Dev | Skewness | Kurtosis | Jarque-Bera | ADF test |
|---|---|---|---|---|---|---|---|---|
| glgss | −2.1957 | 2.546 | −0.0056 | 0.5176 | 0.2376 | 4.7854 | 160.71*** | −29.304*** |
| glgbi | −2.2263 | 2.6230 | −0.0055 | 0.5399 | 0.2617 | 4.7089 | 150.41*** | −29.547*** |
| glsobi | −2.2765 | 2.5873 | −0.0093 | 0.5454 | 0.1898 | 4.9113 | 178.79*** | −29.676*** |
| glsubi | −1.9775 | 2.2320 | −0.0031 | 0.4260 | 0.1351 | 5.0706 | 205.31*** | −27.967*** |
| glsentix | −3.0110 | 4.4829 | 0.3132 | 2.0852 | −0.1823 | 1.6373 | 3.3112** | −2.334** |
| glturn | 2.5371 | 3.2509 | 2.9580 | 0.1333 | −0.4965 | 4.3278 | 5.9569** | −5.1683*** |
Note(s): ** and *** denote 5 and 1% level of significance, respectively
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.