Skip to main content

Table 2 Descriptive statistics of the IMFs/residue of WTI, in the period between 06-July-2007 and 25-February-2019

From: A hybrid Bayesian-network proposition for forecasting the crude oil price

Name augmented Dickey–Fuller (ADF)a Kwiatkowski-Phillips-Schmidt-Shin (KPSS) b Jarque–Bera Kurtosis mean Standard Deviation
IMF.1 −15.24 (0.01) 0.22 (0.1) 3781.20 (0.000) 8.567 0.0035 0.92
IMF.2 −16.79 (0.01) 0.03 (0.1) 3917.50 (0.000) 8.66 0.0008 0.97
IMF.3 −13.84 (0.01) 0.022 (0.1) 901.49 (0.000) 5.711 −0.0066 1.567
IMF.4 −8.63
(0.01)
0.062 (0.1) 81.49 (0.184) 3.622 −0.1983 2.266
IMF.5 −7.82
(0.02)
0.180 (0.1) 564.44 (0.000) 5.139 −0.1187 6.445
IMF.6 −3.70
(0.01)
0.276 (0.1) 878.23 (0.000) 5.682 0.2289 7.557
IMF.7 −2.30 (0.45) 1.519 (0.01) 244.24 (0.000) 2.127 −1.2018 10.844
RES −1.83 (0.64) 20.624 (0.01) 366.29 (0.000) 1.755 76.7498 16.129
  1. a Alternative hypothesis: Data is stationary
  2. b Null hypothesis: Data is level stationary