Phillips-Perron Unit Root Test (level) | Adj. t-Stat | Prob.* | |
Rotterdam |
| −1.63 | 0.47 |
Rosario Spot |
| −1.61 | 0.47 |
Rosario Futures |
| −1.62 | 0.47 |
Paranaguá Spot |
| −1.78 | 0.39 |
Dalian Futures |
| −1.70 | 0.43 |
China Spot |
| −1.12 | 0.71 |
Chicago Futures |
| −1.66 | 0.45 |
Phillips-Perron Unit Root Test (First Difference) | Adj. t-Stat | Prob.* | |
Rotterdam |
| −9.10 | 0.00* |
Rosario Spot |
| −7.79 | 0.00* |
Rosario Futures |
| −7.25 | 0.00* |
Paranaguá Spot |
| −7.28 | 0.00* |
Dalian Futures |
| −10.58 | 0.00* |
China Spot |
| −7.87 | 0.00* |
Chicago Futures |
| −7.83 | 0.00* |
Test critical values: | 1% level | −3.485115 |
|
| 5% level | −2.88545 |
|
| 10% level | −2.579598 |
|