Table 3
Descriptive Statistics, Estimated Factors
|
Factor |
Mean |
Std. Dev. |
Minimum |
Maximum |
ft(ɪ) |
P(12) |
P(30) |
ADF |
|
⅜, |
7.579 |
1.524 |
4.427 |
12.088 |
0.957 |
0.511 |
0.454 |
-2.410 |
|
к |
-2.098 |
1.608 |
-5.616 |
0.919 |
0.969 |
0.452 |
-0.082 |
-1.205 |
|
⅛, |
-0.162 |
1.687 |
-5.249 |
4.234 |
0.901 |
0.353 |
-0.006 |
-3.516 |
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