|
| Type | t-statistic |
| Corn futures price | None | −12.4031*** |
| Intercept | −12.6150*** | |
| Trend and intercept | −12.5908*** | |
| Investor attention | None | −13.5861*** |
| Intercept | −13.5582*** | |
| Trend and Intercept | −13.5307*** |