Descriptive statistics
| Percentage change in closing prices (quarterly) | Percentage change in FED rates (quarterly) | |
|---|---|---|
| N | 58 | 58 |
| Mean | 1.1 | 0.153 |
| Median | 3.09 | 1.52 |
| Standard deviation | 16.9 | 11.4 |
| Minimum | −64.2 | −55.1 |
| Maximum | 34.1 | 28.6 |
| Skewness | −1.01 | −1.7 |
| Std. error skewness | 0.314 | 0.314 |
| Kurtosis | 2.97 | 9.16 |
| Std. error kurtosis | 0.618 | 0.618 |
| Jarque Bera value | 25.9148 | 192.6189 |
| p-value | 0.00002 | 0.0002 |
| Shapiro Wilk W | 0.943 | 0.860 |
| Shapiro Wilk p | 0.009 | <0.001 |
| DW Statistic(autocorrelation) | 1.63 | |
| VIF(multicollinearity) | 1.00 | 1.89 |
| Percentage change in closing prices (quarterly) | Percentage change in FED rates (quarterly) | |
|---|---|---|
| 58 | 58 | |
| Mean | 1.1 | 0.153 |
| Median | 3.09 | 1.52 |
| Standard deviation | 16.9 | 11.4 |
| Minimum | −64.2 | −55.1 |
| Maximum | 34.1 | 28.6 |
| Skewness | −1.01 | −1.7 |
| Std. error skewness | 0.314 | 0.314 |
| Kurtosis | 2.97 | 9.16 |
| Std. error kurtosis | 0.618 | 0.618 |
| Jarque Bera value | 25.9148 | 192.6189 |
| 0.00002 | 0.0002 | |
| Shapiro Wilk W | 0.943 | 0.860 |
| Shapiro Wilk p | 0.009 | <0.001 |
| DW Statistic(autocorrelation) | 1.63 | |
| VIF(multicollinearity) | 1.00 | 1.89 |
Source(s): Table by author
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.