Variable | Level t-statistic | Level P-value | Differenced t-statistic | Differenced P-value |
MPR | −0.184310 | 0.6183 | −6.109479 | 0.0000 |
CRUDE OIL | −0.640914 | 0.4382 | −7.991862 | 0.0000 |
COCOA | −0.193012 | 0.6152 | −9.244762 | 0.0000 |
GOLD | 0.846189 | 0.8923 | −10.33796 | 0.0000 |