Research Journal of Commerce & Behavioural Science - RJCBS

WHEAT -0.025 0.599 -1.1 0.2689
METAL
ZINC -0.311 0 1.28 0.2003
ALUMINIM 0 1.95 0.05
COPPER -0.505 0 -3.38 0.0007
SILVER -0.191 0 0.73 0.4646
GOLD -0.115 0 -1.46 0.1435
TABLE-1V: DESCRITIVE ANALYSIS OF MONTHLY RETURNS
MONTHLY ADF(T-VAL) ADF(STAS) MEAN SD
ENERGY
NATU GAS -2.9511 -5.8091 1.485 6.32
CRUDEOIL -5.8091 -3.9381 0.007 0.064
AGRI COMM
JEERA -2.9314 -4.5305 0.02 0.072
CHANNA -2.9369 -7.2182 0.003 0.097
PEPPER -2.9297 -6.7863 0.037 0.141
REFINED SOYA -2.9297 -6.2519 0.013 0.04
SOYABEAN -3.0206 -4.039 0.033 0.061
WHEAT -2.6605 -3.1122 0.02 0.058
METAL
ZINC -2.9 -7.29 -0.02 0.113
ALUM -2.9 -7.97 0 0.03
COPPER -2.9 -13.9 -0.01 0
SILVER -2.9 -7.14 0.001 0.068
GOLD -2.9 -7.42 0 0
NATU GAS -0.026 0.871 -0.33 0.734
CRUDEOIL 0.451 0.002 -0.2984 0.76541
AGRI COMM
JEERA 0.26 0.072 0 1
CHANNA -0.169 0.236 0.149 0.881
PEPPER -0.048 0.739 0.305 0.76
REFINED SOYA 0.018 0.903 0 1
SOYABEAN 0.02 0.92 0 1
WHEAT 0.218 0.304 -2.35 0.018
METAL
ZINC 0 0.52 0.003 0.997
ALUM -0.26 0.069 -0.9 0.367
COPPER 0.08 0.5 -2.8 0
SILVER 0.01 0.9 0 0.99
GOLD -0.1 0.3 -0.29 0.76
MONTHLY
SKEWNES
S
KURTOSI
S
JARQUEBER
A
(P VALUE)
ENERGY
NATU GAS 4.0037 17.03 206.806
(0.064325)
CRUDEOIL -0.109 1.763 1.248718
(0.490115)
AGRICOM
M
JEERA 0.9609 3.091 2.931099
(0.57193)
CHANNA 0.6061 2.423 1.426229
(0.2309)
PEPPER 1.0833 4.201 4.859556
(0.0915)
REFINED
SOYA
0.3442 2.589 0.508596
(0.6301)
KS (p
value)
3.0300
(2.119)
0.6942
(0.720)
0.7170
(0.682)
0.842
(0.477)
0.684
(0.7365
)
0.518
(0.9511
)
0.640
(0.805)
0.757
(0.615)
SOYABEAN 0.2037 1.999 0.923536
(0.7754)
WHEAT 1.1212 4.005 4.781933
(0.88056)
METAL
ZINC 0.93 3.437 2.891298 (0) 0.579
(-0.89)
ALUM 1.116 4.396 5.487614
(0.5356)
COPPER 0.073 1.821 1.117461
(0.63307)
SILVER -0.361 2.281 0.8227
(0.535)
GOLD 0.031 1.927 0.9143
(0.235)
0.693
(0.79)
2.286
(5.E-
05)
0.648
(-0.79)
0.825
(-0.05)
MONTHLY ACF(AC) ACF(P
VAL)
ENERGY
RUNS
(ZA)
RUNS(P
VALUE)
www.theinternationaljournal.org > RJCBS: Volume: 01, Number: 08, June-2012 Page 54