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Table 2 Stationarity tests
| Variable | Unit roost test static in levels | Unit roost test static in first difference | Order of integration | ||
|---|---|---|---|---|---|
| D - F test | P - P test | D - F Test | P – P test | ||
| LFOOD | 2.035 | 1.669 | -8.675*** | -8.597*** | I (1) |
| LFCROP | -1.124 | -1.186 | -9.141*** | -8.910*** | I (1) |
| LXRATE | -0.850 | -1.310 | -7.622*** | -7.546*** | I (1) |
| LCEREAL | -0.479 | -0.886 | -7.207*** | -7.323*** | I (1) |
| LGDP | -0.806 | -0.884 | -14.132*** | -14.754*** | I (1) |
| LAGRIC | -1.741 | -1.892 | -8.753*** | -8.570*** | I (1) |
| LAGO | -0.067 | -0.273 | -8.896*** | -8.683*** | I (1) |
| LCRUDE | -0.916 | -1.141 | -9.844*** | -9.892*** | I (1) |
| RAINAN | -8.922*** | -8.833*** | I (0) | ||
| TEMPAN | -8.710*** | -8.591*** | I (0) | ||
