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Financial Innovation

Table 4 Statistical properties of the exchange rate series

From: Elitist-opposition-based artificial electric field algorithm for higher-order neural network optimization and financial time series forecasting

Statistic

BTC/USE

EUR/USD

GBP/USD

JPY/USD

Minimum

1.9018e + 04

1.0026

1.1840

109.1490

Mean

4.0711e + 04

1.1055

1.3070

120.9415

Median

4.1821e + 04

1.1223

1.3265

115.5250

Variance

1.5540e + 08

0.0026

0.0038

86.40260

Maximum

6.7567e + 04

1.1886

1.3859

138.9670

Standard deviation

1.2466e + 04

0.0515

0.0612

9.2953

Skewness

 − 0.0285

 − 0.3447

 − 0.5806

0.5318

Kurtosis

2.2440

1.9491

1.8736

1.7161

Correlation coefficient

0.0144

 − 0.0091

0.0062

 − 0.0434

Lijung-box test

h = 1, p = 0.0000

h = 1, p = 0.0000

h = 1, p = 0.0000

h = 1, p = 0.0000

KPSS test

h = 1, p = 0.0100

h = 1, p = 0.0100

h = 1, p = 0.0100

h = 1, p = 0.0100

ADF test

h = 0, p = 0.2300

h = 0, p = 0.0564

h = 0, p = 0.1063

h = 0, p = 0.9952

PP test

h = 0, p = 0.2300

h = 0, p = 0.0564

h = 0, p = 0.1063

h = 0, p = 0.9952

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