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