Table 2
Descriptive statistics.
| Oil | EUR/USD | Metal | Gold | Ind. production | US 3M. Int. Rate | Silver | |
|---|---|---|---|---|---|---|---|
| Std. dev. | 19.50180 | 0.087773 | 41.69958 | 390.5010 | 5.849604 | 1.889946 | 856.1798 |
| Skewness | −0.061530 | 0.619408 | −0.514731 | 0.009462 | −0.507353 | 1.012452 | 0.726461 |
| Kurtosis | 2.761776 | 3.357756 | 2.907574 | 1.828851 | 2.687991 | 2.246650 | 2.580858 |
| Jarque-Bera | 0.341498 | 7.897614 | 5.074596 | 6.516754 | 5.353146 | 22.17190 | 10.86164 |
| Probability | 0.843033 | 0.019278 | 0.079080 | 0.038451 | 0.068799 | 0.000015 | 0.004380 |
| Sum | 9418.260 | 153.0031 | 24629.70 | 126229.4 | 12097.30 | 153.1300 | 225611.6 |
| Sum sq. dev. | 42976.17 | 0.870558 | 196490.6 | 17231483 | 3866.618 | 403.6241 | 82833951 |
| Observations | 116 | 116 | 116 | 116 | 116 | 116 | 116 |
The sample period covers the years 2005-2015 and contains 116 monthly observations.