Variable | Max Lags | Diff | t-Statistic | Prob.* | AIC |
M2_GHC | 4 | 1 | −4.120781 | 0.0011 | 16.83092 |
Cocoa_GHC | 4 | 1 | −6.354149 | 0.0000 | 16.16099 |
Gold_GHC | 4 | 1 | −6.202446 | 0.0000 | 15.25414 |
Crude_GHC | 4 | 1 | −6.805638 | 0.0000 | 9.900551 |