Statistic | Crude oil | Natural gas | Coal price |
---|---|---|---|
Minimum | 10.0100 | 1.4820 | 9710 |
Mean | 64.9122 | 3.7350 | 1.1244 |
Median | 63.8600 | 2.9665 | 11,330 |
Variance | 646.0576 | 3.7836 | 3.7159 |
Maximum | 123.7000 | 9.3290 | 12,606 |
Standard deviation | 25.4177 | 1.9452 | 609.5834 |
Skewness | 0.28360 | 1.0896 |  − 0.6352 |
Kurtosis | 2.3024 | 3.3357 | 3.3386 |
Correlation coefficient |  − 0.3950 |  − 0.1196 |  − 0.4043 |
Lijung-box test | h = 1, p = 0.0000 | h = 1, p = 0.0000 | h = 0, p = 0.1199 |
KPSS test | h = 1, p = 0.0100 | h = 1, p = 0.0100 | h = 1, p = 0.0293 |
ADF test | h = 0, p = 0.6359 | h = 0, p = 0.0564 | h = 0, p = 0.5043 |
PP test | h = 0, p = 0.6359 | h = 0, p = 0.9151 | h = 0, p = 0.5043 |