D(USD_JPY,2)

6.219351

1

0.0126

D(USD_CHF,2)

25.88511

1

0.0000

D(EUR_USD,2)

22.04458

1

0.0000

All

105.8214

6

0.0000

Dependent variable: D(USD_JPY,2)

Excluded

Chi-sq

df

Prob.

D(BRENT)

1.452793

1

0.2281

D(USD_ZAR)

5.494526

1

0.0191

D(USD_SAR)

0.022154

1

0.8817

D(USD_RUB,2)

0.164749

1

0.6848

D(USD_CHF,2)

0.190156

1

0.6628

D(EUR_USD,2)

1.445675

1

0.2292

All

10.37634

6

0.1097

Dependent variable: D(USD_CHF,2)

Excluded

Chi-sq

df

Prob.

D(BRENT)

16.59352

1

0.0000

D(USD_ZAR)

34.12974

1

0.0000

D(USD_SAR)

0.547570

1

0.4593

D(USD_RUB,2)

0.413585

1

0.5202

D(USD_JPY,2)

0.620430

1

0.4309

D(EUR_USD,2)

12.04784

1

0.0005

All

63.32304

6

0.0000

Dependent variable: D(EUR_USD,2)

Excluded

Chi-sq

df

Prob.

D(BRENT)

47.46756

1

0.0000

D(USD_ZAR)

35.84237

1

0.0000

D(USD_SAR)

3.654745

1

0.0559

D(USD_RUB,2)

0.005313

1

0.9419

D(USD_JPY,2)

5.757389

1

0.0164

D(USD_CHF,2)

44.30970

1

0.0000

All

144.7032

6

0.0000