표 1 변수들의 기초통계량

서울 : RRI 강북 : RRI 강남 : RRI 서울 : API 강북 : API 강남 : API 서울: API-RRI 강남 : API-RRI 강북 : API-RRI
평균 0.800 0.888 0.729 4.463 4.467 4.465 3.663 3.580 3.735
표준편차 0.111 0.124 0.117 0.199 0.178 0.212 0.193 0.227 0.175
왜도 0.462 0.540 0.120 −1.237 −0.829 −1.447 −0.989 −0.752 −1.328
첨도 2.787 2.346 2.840 3.515 2.273 4.221 3.401 2.728 4.314
Jarque-Bera 6.975 12.339 0.646 49.455 25.372 76.430 31.571 18.113 68.052
(p-value) (0.031) (0.002) (0.724) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000)
Q (12) 728.950 891.780 777.770 1573.700 1709.000 1501.300 1395.700 1560.500 1226.800
(p-value) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000)
Q (12) 546.290 441.400 504.150 746.650 820.100 725.100 1049.600 1087.800 1008.500
(p-value) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000)
ARCH LM 148.881 150.598 149.331 183.095 182.912 183.021 172.038 173.543 171.470
(p-value) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000) (0.000)