Variable Selected | Copper Price | Copper Production | Brent Oil Price | Aluminum Price | Copper Stocks | Exchange Rate | Industrial Production |
Mean | 0.0042 | 0.0038 | −0.0021 | 0.0006 | 0.0040 | 0.0011 | 0.0031 |
Median | 0.0035 | 0.0066 | 0.0036 | −0.0078 | −0.0062 | 0.0007 | 0.0028 |
Maximum | 0.1667 | 0.1148 | 0.1866 | 0.1431 | 0.2359 | 0.0277 | 0.0153 |
Minimum | −0.1218 | −0.1089 | −0.2599 | −0.1238 | −0.1361 | −0.0234 | −0.0077 |
Std Deviation | 0.0561 | 0.0399 | 0.0780 | 0.0491 | 0.0720 | 0.0115 | 0.0041 |
Skewness | 0.2533 | −0.0485 | −0.6483 | 0.3277 | 0.3920 | 0.1451 | 0.0954 |
Kurtosis | 3.4570 | 4.0728 | 4.3420 | 3.0256 | 2.9487 | 2.6216 | 3.2202 |
JB test | 1.6096 | 4.0128 | 12.0434 | 1.4875 | 2.1346 | 0.7864 | 0.2936 |
(p value) | (0.4472) | (0.1308) | (0.0024) | (0.4753) | (0.3439) | (0.6749) | (0.8635) |
ADF | −7.3778 | −5.3953 | −7.7961 | −8.6813 | −5.7280 | −7.0027 | −8.8367 |
(p value) | (0.0000) | (0.0001) | (0.0000) | (0.0000) | (0.0000) | (0.0000) | (0.0000) |
lags | 0 | 0 | 0 | 0 | 0 | 0 | 0 |