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Table 4 Descriptive statistics of the IMFs/residue of ORB, 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 −15.60 (0.01) 0.134 (0.1) 1185.2 (0.000) 6.11 0.0057 0.59
IMF.2 −18.54 (0.01) 0.035 (0.1) 1400.9 (0.000) 6.38 0.0201 0.85
IMF.3 −15.65 (0.01) 0.017 (0.1) 402.6 (0.000) 4.81 −0.0100 1.22
IMF.4 −7.751 (0.01) 0.212 (0.1) 1283.4 (0.000) 6.21 −0.0380 2.53
IMF.5 −7.084 (0.01) 1.806 (0.1) 3266.4 (0.000) 8.05 −1.1880 8.85
IMF.6 −2.993 (0.15) 2.168 (0.01) 1347.2 (0.000) 5.34 1.1660 7.97
IMF.7 −1.914 (0.61) 0.506 (0.04) 86.03 (0.951) 2.42 −0.426 4.50
IMF.8 −3.090 (0.11) 1.694 (0.01) 195.00 (0.000) 1.97 −1.026 8.96
RES −2.871 (0.20) 14.435 (0.01) 191.58 (0.000) 1.75 79.810 19.36
  1. a Alternative hypothesis: Data is stationary
  2. b Null hypothesis: Data is level stationary