Agricultural and Food Economics

Table 1 ADF and PP unit root tests

From: Oil and food prices in Malaysia: a nonlinear ARDL analysis

	Level		First difference
Variable	ADF	PP	ADF	PP
fp	−4.6516^***	−3.5109	−4.5033^***	−4.5938^***
y	−1.5225	−1.6961	−5.5803^***	−5.5819^***
op _rm	−2.1053	−2.1156	−6.4388^***	−6.4406^***
op _usd	−2.2269	−2.2275	−6.2351^***	−6.2351^***

Notes: the constant and trend terms are included in the test equations and the SIC is used to select the optimal lag order in the ADF test equation.
***denote significance at 1% level.

Back to article page