Research Article

Bayesian Semiparametric Double Autoregressive Modeling

Table 3

Descriptive statistics.

ā€‰Min.1st Qu.MedianMean3rd Qu.Max.VarianceSd

y-0.590000-0.030000.0000000.0040510.0200000.9800000.0071100.084323

Note. This table shows the summary of the order difference.