Table 1 Descriptive Statistics for S&P BSE Sensex and S&P BSE IT
From: S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA
| Â | SENSEX_RETURNS | IT_RETURNS |
|---|---|---|
Mean | 0.000142 | 0.000118 |
Median | 0.000287 | 9.41E-05 |
Maximum | 0.069444 | 0.046831 |
Minimum | −0.050397 | − 0.051067 |
Std. Dev. | 0.006279 | 0.007164 |
Skewness | 0.159077 | −0.145181 |
Kurtosis | 13.23763 | 8.493113 |
Jarque-Bera | 11,907.32 | 3434.352 |
Probability | 0.00000 | 0.00000 |
Sum | 0.387872 | 0.322328 |
Sum Sq. Dev. | 0.107352 | 0.139748 |
Observations | 2724 | 2724 |