Variable | Level t-statistic | Level P-value | Differenced t-statistic | Differenced P-value |
MPR | −0.138871 | 0.6343 | −13.13974 | 0.0000 |
CRUDE OIL | −0.531852 | 0.4851 | −8.030367 | 0.0000 |
COCOA | −0.062226 | 0.6605 | −9.034214 | 0.0000 |
GOLD | 0.696265 | 0.8649 | −10.33796 | 0.0000 |