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 |