Skip to main content

Table 5 State vector analysis and regression effects in final state at time 2012(4)

From: Investigating the international prices of wheat and rice

 

Wheat

Rice

Level (μT)

5.59 [0.000]

5.49 [0.000]

Slope (βT)

0.011 [0.04]

-

Seasonal χ2 test

29.8 [0.000]

11.63 [0.008]

Cycle1 (ΨT) amplitude

0.045

0.049

Seasonal effects γΤ:

Period:

1

0.023 [0.002]

0.009 [0.386]

2

−0.034 [0.000]

0.002 [0.866]

3

−0.009 [0.185]

0.005 [0.657]

4

0.021 [0.003]

−0.016 [0.138]

Regression effects in final state at time 2012(4)

Interventions (dj):

Coefficients

Lb 1986 (2)

−0.21 [0.004]

 

Lb 1986 (3)

 

−0.16 [0.017]

Lb 1987 (3)

 

0.32 [0.000]

Lb 1988 (2)

0.21 [0.002]

 

Lb 1990 (2)

 

−0.21 [0.002]

Lb 1993 (4)

 

0.39 [0.000]

Otr 1993 (4)

0.14 [0.003]

 

Lb 1994 (2)

 

−0.26 [0.000]

Otr 1995 (1)

−0.13 [0.005]

 

Lb 1996 (3)

−0.27 [0.000]

 

Otr 1998 (3)

−0.12 [0.009]

 

Otr 2002(3)

0.284 [0.000]

 

Otr 2002(4)

0.15 [0.010]

 

Lb 2006 (2)

0.18 [0.008]

 

Lb 2007 (3)

0.26 [0.000]

 

Lb 2007 (4)

 

0.19 [0.006]

Lb 2008 (1)

0.21 [0.003]

 

Otr 2008 (1)

 

0.53 [0.000]

Lb 2008 (2)

 

0.76 [0.000]

Lb 2008 (4)

−0.32 [0.000]

−0.23 [0.002]

Otr 2009 (1)

 

0.08 [0.073]

Lb 2009 (3)

−0.36 [0.000]

 

Lb 2010 (3)

0.52 [0.000]

 

Otr 2011(4)

−0.11 [0.022]

 
  1. Notes: Lb is for Level Break, Otr is for Outliers and Sl is for Slope. Values in brackets are p-values