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