Table 2. Descriptive statistics of crude... | Emerald Publishing

Table 2.

Descriptive statistics of crude oil and constituent exchange rates

Series	Mean	Minimum	Maximum	SD	Skewness	kurtosis	JB test	ADF test
RBRL	0.0003	−0.0330	0.0367	0.0115	−0.0572	0.3692	5.27***	−8.31***
RMXN	0.0001	−0.0427	0.0424	0.0089	0.5036	4.0091	288.22***	−8.25***
RZAR	0.0002	−0.0284	0.0396	0.0099	0.4212	0.5780	29.87***	−8.04***
RTRY	0.0016	−0.1950	0.1192	0.0150	−2.3731	53.4120	82306.90***	−9.36***
RGBP	0.0001	−0.0267	0.0372	0.0057	0.4782	3.9927	482.51***	−9.89***
RCOWTI	0.0015	−0.2822	0.3196	0.0412	0.0290	18.6940	9974.90***	−7.16***

Series	Mean	Minimum	Maximum	SD	Skewness	kurtosis	JB test	ADF test
RBRL	0.0003	−0.0330	0.0367	0.0115	−0.0572	0.3692	5.27***	−8.31***
RMXN	0.0001	−0.0427	0.0424	0.0089	0.5036	4.0091	288.22***	−8.25***
RZAR	0.0002	−0.0284	0.0396	0.0099	0.4212	0.5780	29.87***	−8.04***
RTRY	0.0016	−0.1950	0.1192	0.0150	−2.3731	53.4120	82306.90***	−9.36***
RGBP	0.0001	−0.0267	0.0372	0.0057	0.4782	3.9927	482.51***	−9.89***
RCOWTI	0.0015	−0.2822	0.3196	0.0412	0.0290	18.6940	9974.90***	−7.16***

Source: Authors’ own presentation