ADF test statistic | Critical value | PP test statistic | Critical value | |
WTI | −2.7255 | −2.8645 | −2.6454 | −2.8645 |
BRENT | −3.127 | −2.8645 | −3.0268 | −2.8645 |
EUR/USD | −2.0129 | −2.8645 | −1.9915 | −3.4148 |
USD/CHF | −2.4723 | −2.8645 | −2.3347 | −2.8645 |
USD/JPY | −2.2887 | −3.4148 | −2.2741 | −3.4148 |
USD/RUB | −2.3795 | −3.4148 | 1.4364 | −1.9412 |
USD/SAR | −6.7867 | −2.8645 | −6.8289 | −2.8645 |
USD/ZAR | −3.8628 | −3.4148 | −3.7434 | −3.4148 |
D(WTI) | −32.2203 | −1.9412 | −32.1916 | −1.9412 |
D(EUR/USD) | −25.6341 | −1.9412 | −25.5756 | −1.9412 |
D(USD/CHF) | −23.7428 | −1.9412 | −23.607 | −1.9412 |
D(USD/JPY) | −24.3202 | −1.9412 | −24.168 | −1.9412 |
D(USD/RUB) | −23.7097 | −1.9412 | −23.5654 | −1.9412 |