Fig. 1.
Fig. 2.
Fig. 3.
Fig. 4.
Fig. 5.
Chow Test results
Descriptive statistics
| Minimum | Maximum | Mean | Std. Deviation | Skewness | Kurtosis | |
|---|---|---|---|---|---|---|
| Naked Wines (GBP) | 43 | 92 | 55.29 | 9.12 | 1.64 | 3.06 |
| British American Tobacco (GBP) | 2631 | 3394 | 2983.53 | 181.84 | −0.15 | −0.46 |
| Heineken (EUR) | 64.08 | 82.28 | 72.90 | 5.00 | 0.12 | −1.28 |
| Premier Group Limited (ZAR) | 10376 | 13600 | 12127.50 | 709.21 | −0.37 | −0.58 |
| EUR/USD | 1.02 | 1.13 | 1.06 | 0.02 | 0.47 | −0.78 |
| ZAR/USD | 0.05 | 0.06 | 0.05 | 0.00 | −0.04 | −0.25 |
| GBP/USD | 1.21 | 1.32 | 1.27 | 0.02 | −0.24 | −0.89 |