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