Table 5 Descriptive statistics of full...

Table 5

Descriptive statistics of full datasets, train dataset and test dataset

	X1	X2	X3	X4	X5	CR	CLTL	NIS	TETA	ROA	ROE
Full dataset
Mean	0.18	0.08	0.07	3.77	0.47	5.17	0.59	0.04	0.44	0.04	0.10
Median	0.16	0.07	0.06	1.46	0.32	2.01	0.57	0.10	0.49	0.03	0.08
Maximum	0.70	0.84	0.76	91.01	6.42	53.87	15.58	10.12	0.98	0.44	4.49
Minimum	−2.29	−11.54	−4.01	0.00	0.00	0.08	0.00	−54.58	−2.05	−0.72	−6.10
Std. dev	0.21	0.45	0.14	8.40	0.53	7.80	0.99	2.09	0.34	0.06	0.36
Skewness	−2.09	−15.22	−19.97	6.08	3.19	3.22	10.57	−19.80	−1.53	−0.54	−4.02
Kurtosis	25.62	366.99	591.97	49.79	22.40	14.95	137.87	477.23	10.10	30.23	140.41
Observations	1,220	1,220	1,220	1,220	1,220	1,220	1,220	1,220	1,220	1,220	1,220
Train dataset
Mean	0.18	0.07	0.07	4.15	0.46	5.30	0.64	0.02	0.45	0.04	0.11
Median	0.17	0.07	0.06	1.73	0.34	2.02	0.57	0.11	0.51	0.03	0.09
Maximum	0.70	0.79	0.76	83.86	3.07	53.87	15.58	10.12	0.98	0.40	2.43
Minimum	−0.88	−11.54	−0.72	0.00	0.00	0.17	0.00	−54.58	−0.89	−0.72	−2.15
Std. dev	0.19	0.59	0.09	8.97	0.49	8.20	1.25	2.57	0.32	0.07	0.24
Skewness	−0.02	−16.13	0.70	5.52	1.98	3.23	9.17	−19.74	−0.75	−2.27	1.81
Kurtosis	4.60	316.08	29.60	39.18	7.93	14.78	98.33	422.87	4.05	43.71	48.28
Observations	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00
Test dataset
Mean	0.17	0.07	0.06	3.36	0.46	5.03	0.51	0.08	0.41	0.03	0.07
Median	0.15	0.06	0.06	1.21	0.32	2.06	0.58	0.08	0.44	0.02	0.07
Maximum	0.68	0.84	0.60	91.01	6.42	47.39	2.84	10.12	0.97	0.44	4.49
Minimum	−2.29	−2.70	−4.01	0.00	0.00	0.08	0.00	−17.22	−2.05	−0.30	−6.10
Std. Dev	0.25	0.37	0.20	7.96	0.57	7.20	0.38	1.10	0.37	0.06	0.47
Skewness	−3.45	−4.40	−18.02	6.83	4.16	3.12	0.64	−5.12	−2.23	0.71	−6.34
Kurtosis	34.43	30.57	375.66	63.69	33.03	14.53	5.68	157.80	14.26	15.29	119.50
Observations	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00

	X1	X2	X3	X4	X5	CR	CLTL	NIS	TETA	ROA	ROE
Full dataset
Mean	0.18	0.08	0.07	3.77	0.47	5.17	0.59	0.04	0.44	0.04	0.10
Median	0.16	0.07	0.06	1.46	0.32	2.01	0.57	0.10	0.49	0.03	0.08
Maximum	0.70	0.84	0.76	91.01	6.42	53.87	15.58	10.12	0.98	0.44	4.49
Minimum	−2.29	−11.54	−4.01	0.00	0.00	0.08	0.00	−54.58	−2.05	−0.72	−6.10
Std. dev	0.21	0.45	0.14	8.40	0.53	7.80	0.99	2.09	0.34	0.06	0.36
Skewness	−2.09	−15.22	−19.97	6.08	3.19	3.22	10.57	−19.80	−1.53	−0.54	−4.02
Kurtosis	25.62	366.99	591.97	49.79	22.40	14.95	137.87	477.23	10.10	30.23	140.41
Observations	1,220	1,220	1,220	1,220	1,220	1,220	1,220	1,220	1,220	1,220	1,220
Train dataset
Mean	0.18	0.07	0.07	4.15	0.46	5.30	0.64	0.02	0.45	0.04	0.11
Median	0.17	0.07	0.06	1.73	0.34	2.02	0.57	0.11	0.51	0.03	0.09
Maximum	0.70	0.79	0.76	83.86	3.07	53.87	15.58	10.12	0.98	0.40	2.43
Minimum	−0.88	−11.54	−0.72	0.00	0.00	0.17	0.00	−54.58	−0.89	−0.72	−2.15
Std. dev	0.19	0.59	0.09	8.97	0.49	8.20	1.25	2.57	0.32	0.07	0.24
Skewness	−0.02	−16.13	0.70	5.52	1.98	3.23	9.17	−19.74	−0.75	−2.27	1.81
Kurtosis	4.60	316.08	29.60	39.18	7.93	14.78	98.33	422.87	4.05	43.71	48.28
Observations	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00
Test dataset
Mean	0.17	0.07	0.06	3.36	0.46	5.03	0.51	0.08	0.41	0.03	0.07
Median	0.15	0.06	0.06	1.21	0.32	2.06	0.58	0.08	0.44	0.02	0.07
Maximum	0.68	0.84	0.60	91.01	6.42	47.39	2.84	10.12	0.97	0.44	4.49
Minimum	−2.29	−2.70	−4.01	0.00	0.00	0.08	0.00	−17.22	−2.05	−0.30	−6.10
Std. Dev	0.25	0.37	0.20	7.96	0.57	7.20	0.38	1.10	0.37	0.06	0.47
Skewness	−3.45	−4.40	−18.02	6.83	4.16	3.12	0.64	−5.12	−2.23	0.71	−6.34
Kurtosis	34.43	30.57	375.66	63.69	33.03	14.53	5.68	157.80	14.26	15.29	119.50
Observations	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00	488.00

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