Descriptive statistics of variables at level and first-order difference
| NSE | SCI | WTI | ΔNSE | ΔSCI | ΔWTI | |
|---|---|---|---|---|---|---|
| Mean | 4079.958 | 2196.224 | 54.44077 | 0.009676 | 0.005991 | 0.004736 |
| Median | 3666.250 | 2042.315 | 49.71500 | 0.014293 | 0.006760 | 0.014643 |
| Standard deviation | 2972.590 | 960.6647 | 29.51758 | 0.070977 | 0.079654 | 0.085374 |
| Skewness | 0.625243 | 0.866741 | 0.444408 | −0.360997 | −0.199587 | −0.702371 |
| Kurtosis | 2.258303 | 3.965648 | 2.106672 | 4.812371 | 4.727096 | 4.357211 |
| Jarque–Bera | 23.95674 (0.0000) | 47.02261 (0.0000) | 17.99765 (0.0001) | 42.97568 (0.0000) | 35.48068 (0.0000) | 43.08131 (0.0000) |
| ADF (constant only) | 1.138148 | −2.726362 | −2.230816 | −16.80156 | −14.95130 | −12.56969 |
| ADF (constant and Trend) | −1.622198 | −4.361419 | −2.671415 | −16.77772 | −15.01124 | −12.56098 |
| ADF (no constant and trend) | 2.701363 | −0.323705 | −0.714009 | −16.55420 | −14.90496 | −12.56372 |
| PP (constant only) | 1.205558 | −2.696651 | −2.063236 | −16.79541 | −15.30856 | −12.58741 |
| PP (constant and trend) | −1.661035 | −3.340345 | −2.450286 | −16.77213 | −15.34763 | −12.57823 |
| PP (no constant and trend) | 2.801992 | −0.627376 | −0.594159 | −16.58210 | −15.28621 | −12.61448 |
| NSE | SCI | WTI | ΔNSE | ΔSCI | ΔWTI | |
|---|---|---|---|---|---|---|
| Mean | 4079.958 | 2196.224 | 54.44077 | 0.009676 | 0.005991 | 0.004736 |
| Median | 3666.250 | 2042.315 | 49.71500 | 0.014293 | 0.006760 | 0.014643 |
| Standard deviation | 2972.590 | 960.6647 | 29.51758 | 0.070977 | 0.079654 | 0.085374 |
| Skewness | 0.625243 | 0.866741 | 0.444408 | −0.360997 | −0.199587 | −0.702371 |
| Kurtosis | 2.258303 | 3.965648 | 2.106672 | 4.812371 | 4.727096 | 4.357211 |
| Jarque–Bera | 23.95674 (0.0000) | 47.02261 (0.0000) | 17.99765 (0.0001) | 42.97568 (0.0000) | 35.48068 (0.0000) | 43.08131 (0.0000) |
| ADF (constant only) | 1.138148 | −2.726362 | −2.230816 | −16.80156 | −14.95130 | −12.56969 |
| ADF (constant and Trend) | −1.622198 | −4.361419 | −2.671415 | −16.77772 | −15.01124 | −12.56098 |
| ADF (no constant and trend) | 2.701363 | −0.323705 | −0.714009 | −16.55420 | −14.90496 | −12.56372 |
| PP (constant only) | 1.205558 | −2.696651 | −2.063236 | −16.79541 | −15.30856 | −12.58741 |
| PP (constant and trend) | −1.661035 | −3.340345 | −2.450286 | −16.77213 | −15.34763 | −12.57823 |
| PP (no constant and trend) | 2.801992 | −0.627376 | −0.594159 | −16.58210 | −15.28621 | −12.61448 |
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