Chaotic Dynamics Analysis Based on Financial Time Series

Table 1

Descriptive statistics of the agriculture index returns in different scales.

	Mean	Median	Std. Dev	Minimum	Maximum	Skewness	Kurtosis
Raw data	0.000867	0.002197	0.020333	−0.088357	0.076517	−0.55123	4.49416
D1	−2.82e − 7	−0.000103	0.013506	−0.063764	0.061599	−0.002917	4.885629
D2	5.69e − 06	−0.000110	0.010536	−0.0612	0.05534	−0.09167	5.685012
D3	1.3e − 05	−5.71e − 05	0.007542	−0.030437	0.026891	−0.07229	3.990095
D4	−2.15e − 06	0.000101	0.005675	−0.027223	0.035903	0.218073	7.956299
D5	3.23e − 07	−0.000139	0.00411	−0.018213	0.024713	0.588429	8.929143
D6	5.77e − 05	5.52e − 05	0.002842	−0.008262	0.0011984	0.512385	6.170815
A6	0.00792	0.000644	0.002436	−0.004763	0.008983	0.323109	0.758442