Table 1 Descriptive statistics and ADF test
From: Determination of collective behavior of the financial market
|  | S | C | l | μ | \(\Delta \sigma\) |
|---|---|---|---|---|---|
Mean | 0.3657 | 0.0234 | 0.3621 | 0.0012 | 0.00003 |
Max. | 0.4961 | 0.0422 | 0.4957 | 0.0127 | 0.0128 |
Min. | 0.2790 | 0.0133 | 0.2784 | −0.0117 | −0.0086 |
SD | 0.0478 | 0.0062 | 0.0461 | 0.0051 | 0.0041 |
ADF-statistic | −2.5941 (0.0971) | −2.9531 (0.0426) | −2.7512 (0.0687) | −2.4036 (0.0163) | −6.6429 (0.0000) |