Variables | Mean | Std. | ADF-test | Obs |
---|---|---|---|---|
lnRGI | 6.68 | 0.80 | -1.43 | 52M |
lnWTIOIL | 4.51 | 0.19 | -0.57 | 52M |
lnDQOIL | 6.31 | 0.20 | -0.20 | 52M |
lnBJCOAL | 4.56 | 0.23 | -0.31 | 52M |
lnQHDCOAL | 6.17 | 0.19 | -0.71 | 52M |
R_RGI | 6.12 | 5.98 | -3.03** | 51M |
R_WTIOIL | -0.99 | 7.25 | -4.88*** | 51M |
R_DQOIL | -1.05 | 4.35 | -4.62*** | 51M |
R_BJCOAL | -1.31 | 4.08 | -5.64*** | 51M |
R_QHDCOAL | -0.98 | 4.96 | -6.50*** | 51M |