D(USD_SAR) | 0.156636 | 1 | 0.6923 |
D(USD_ZAR) | 23.95664 | 1 | 0.0000 |
D(EUR_USD,2) | 47.09045 | 1 | 0.0000 |
All | 108.0287 | 6 | 0.0000 |
Dependent variable: D(USD_SAR) |
| ||
Excluded | Chi-sq | df | Prob. |
D(WTI,2) | 0.111844 | 1 | 0.7381 |
D(USD_CHF,2) | 10.80600 | 1 | 0.0010 |
D(USD_JPY,2) | 0.396868 | 1 | 0.5287 |
D(USD_RUB,2) | 0.045226 | 1 | 0.8316 |
D(USD_ZAR) | 0.602848 | 1 | 0.4375 |
D(EUR_USD,2) | 10.66207 | 1 | 0.0011 |
All | 15.30294 | 6 | 0.0180 |
Dependent variable: D(USD_ZAR) |
| ||
Excluded | Chi-sq | df | Prob. |
D(WTI,2) | 6.504528 | 1 | 0.0108 |
D(USD_CHF,2) | 11.43149 | 1 | 0.0007 |
D(USD_JPY,2) | 3.297548 | 1 | 0.0694 |
D(USD_RUB,2) | 0.184916 | 1 | 0.6672 |
D(USD_SAR) | 0.070301 | 1 | 0.7909 |
D(EUR_USD,2) | 6.466524 | 1 | 0.0110 |
All | 15.73929 | 6 | 0.0152 |
Dependent variable: D(EUR_USD,2) |
| ||
Excluded | Chi-sq | df | Prob. |
D(WTI,2) | 28.47086 | 1 | 0.0000 |
D(USD_CHF,2) | 31.75371 | 1 | 0.0000 |
D(USD_JPY,2) | 4.865722 | 1 | 0.0274 |
D(USD_RUB,2) | 1.776208 | 1 | 0.1826 |
D(USD_SAR) | 1.024433 | 1 | 0.3115 |
D(USD_ZAR) | 35.99213 | 1 | 0.0000 |
All | 90.92641 | 6 | 0.0000 |