Table 3 Descriptive statistics of the IMFs/residue of BRENT, 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 | −14.78 (0.01) | 0.204 (0.1) | 554.27 (0.000) | 5.132 | 0.0001 | 0.81 |
IMF.2 | −18.008 (0.01) | 0.067 (0.1) | 870.12 (0.000) | 5.674 | 0.0263 | 1.00 |
IMF.3 | −16.059 (0.01) | 0.024 (0.1) | 1281.5 (0.000) | 6.247 | −0.0294 | 1.55 |
IMF.4 | −10.714 (0.01) | 0.023 (0.1) | 152.74 (0.000) | 4.115 | 0.0302 | 1.81 |
IMF.5 | −5.140 (0.01) | 0.127 (0.1) | 511.08 (0.000) | 4.914 | 0.094 | 5.57 |
IMF.6 | −6.923 (0.01) | 0.273 (0.1) | 4365.10 (0.000) | 8.566 | 0.0213 | 7.83 |
IMF.7 | −3.055 (0.13) | 2.841 (0.01) | 28.49 (0.000) | 2.802 | 0.597 | 11.88 |
IMF.8 | −2.574 (0.33) | 2.841 (0.01) | 28.49 (0.000) | 2.716 | −2.403 | 7.51 |
RES | −2.896 (0.19) | 14.343 (0.01) | 186.48 (0.000) | 1.861 | 82.330 | 20.49 |