Wheat spot price

t-Statistic

Prob.^* Speculation index

t-Statistic

Prob.^*

Augmented Dickey-Fuller test statistic

−3.424410

0.0514

−5.922587

0.0000

Test critical values:

1% level

−4.010440

−4.010143

5% level

−3.435269

−3.435125

10% level

−3.141649

−3.141565

Augmented Dickey-Fuller test statistic

−8.983362

0.0000

-

Test critical values:

1% level

−4.010440

-

5% level

−3.435269

-

10% level

−3.141649