Validation and Calibration of an Agent-Based Model: A Surrogate Approach

Table 2

Descriptive statistics.

	Mean	Median	Maximum	Minimum	Std. dev	Skewness	Kurtosis	P-AC	P-ARCH
	0.0031	−0.0011	0.0682	−0.0483	0.6222	0.2472	2.1540	0.0421	0.8148
	0.0028	0.0002	0.0632	−0.0412	0.5984	0.2354	2.1354	0.0354	0.7894