Commodities | Count | Mean | SD | Skewness | Kurtosis | ADF test |
---|---|---|---|---|---|---|
Stock | 1797 | 228.17 | 45.32 | 0.32 | 2.12 |  − 0.272 |
Wheat | 1797 | 523.26 | 89.63 | 0.92 | 3.04 |  − 2.853* |
Crude oil | 1797 | 64.95 | 21.34 | 0.69 | 2.14 |  − 1.476 |
Gold | 1797 | 1351.13 | 113.52 | 0.43 | 3.18 |  − 2.566 |
Bitcoin | 1797 | 3037.68 | 3771.70 | 1.24 | 3.66 |  − 1.127 |