Variable Selected | Copper Price | Copper Production | Brent Oil Price | Aluminum Price | Copper Stocks | Exchange Rate | Industrial Production |
Mean | 7027.18 | 1706.91 | 87.18 | 1949.10 | 1033.56 | 93.18 | 117.55 |
Median | 7154.24 | 1691.00 | 99.63 | 1928.52 | 1018.01 | 91.05 | 118.99 |
Maximum | 9880.94 | 2024.20 | 124.93 | 2667.42 | 1611.10 | 10919 | 128.57 |
Minimum | 3260.36 | 1395.70 | 37.72 | 1338.06 | 667.13 | 86.94 | 98.76 |
Std Deviation | 1405.02 | 148.38 | 24.73 | 300.82 | 204.08 | 5.60 | 8.45 |
Skewness | −0.4294 | 0.2007 | −0.4977 | 0.2546 | 0.6340 | 1.2572 | −0.6765 |
Kurtosis | 3.2595 | 2.0947 | 1.8655 | 2.7693 | 3.2573 | 3.6610 | 2.5525 |
JB test | 2.7989 | 3.4326 | 7.9728 | 1.0936 | 5.8591 | 23.6552 | 7.1086 |
(p value) | (0.2467) | (0.1797) | (0.0186) | (0.5788) | (0.0534) | (0.0000) | (0.0286) |
ADF | −2.8744 | −1.4158 | −1.1466 | −2.2839 | −2.3318 | −0.6674 | −1.5350 |
(p value) | (0.1762) | (0.8462) | (0.9141) | (0.4377) | (0.4116) | (0.9718) | (0.8137) |
lags | 1 | 24 | 1 | 0 | 12 | 2 | 0 |