Research Article
Exchange Rate Forecasting Using Entropy Optimized Multivariate Wavelet Denoising Model
Table 2
Descriptive statistics and statistical tests.
| Statistics | | | | | | |
| Minimum | −0.0087 | −0.0060 | −0.0029 | −0.0303 | −0.0237 | −0.0158 | Maximum | 0.0046 | 0.0059 | 0.0039 | 0.0461 | 0.0238 | 0.0196 | Mean | 0.0002 | 0.0001 | 0.0001 | −0.0001 | 0 | 0 | Standard deviation | 0.0012 | 0.0011 | 0.00094435 | 0.0087 | 0.0070 | 0.0054 | Kurtosis | 9.2450 | 10.7865 | 5.1886 | 6.2843 | 3.4396 | 3.7204 | Skewness | −0.7236 | −0.0094 | 0.4462 | 0.5609 | −0.0970 | 0.1224 | | 0.0010 | 0.0010 | 0.0010 | 0.0010 | 0.0434 | 0.0109 |
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