Skip to main content

Table 2 Stationarity tests

From: Food prices, energy and climate shocks in Uganda

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)

  1. *=significant at the 10 % level