Research Article
Forecasting Crude Oil Price with Multiscale Denoising Ensemble Model
Table 1
Descriptive statistics and statistical tests for WTI market.
| Data | | | |
| Mean | 0.0011 | 0.0011 | 0 | SD | 0.0231 | 0.0129 | 0.0192 | Skewness | −0.4219 | −1.2468 | 0.0153 | Kurtosis | 4.7676 | 16.9730 | 2.9808 | JB test | 0 | 0 | 0.5000 | BDS test | 0.0029 | 0 | 0.4178 |
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