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 |