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Table 2 Statistical tests of returns

From: Long memory mean and volatility models of platinum and palladium price return series under heavy tailed distributions

Test Platinum (P value) Palladium (P value)
Kolmogorov–Smirnov 0.3655 (0.0001) 0.3569 (0.0001)
Jarque–Bera 31640.87 (0.0001) 15107 (0.0001)
Phillips–Perron (lags = 10) −120.85 (0.01) −220 (0.01)
Arch-LM (lags = 12) 1694.987 (<0.001) 1903.254 (<0.001)