The Catastrophe Analysis of Shanghai Crude Oil Futures Price from the Perspective of Volatility Factors

Table 5

The principal component analysis in 2019.

	u(t)	(t)	△	Judge symbol
January	0.98542	−0.6019	17.43681	△ > 0
February	−1.01397	−0.55244	−0.09986	△ < 0
March	0.02856	1.15435	35.97833	△ > 0
April	0.57539	1.00113	28.58503	△ > 0
May	0.57931	−0.99886	28.49381	△ > 0
June	−1.1547	−0.00227	−12.31665	△ < 0
July	1.04845	−1.43844	65.08601	△ > 0
August	−0.67867	−0.8712	17.99199	△ > 0
September	−1.05655	−0.2064	−8.28517	△ < 0
October	−0.75572	0.83452	15.35063	△ > 0
November	0.12442	0.743	14.92073	△ > 0
December	1.31806	0.93852	42.10087	△ > 0