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Table 4 Stationarity tests for the studied time series

From: Russian meat price transmission and policy interventions in 2014

Product Variable (in logarithm) Currency Augmented Dickey–Fuller test
Weekly data Monthly data
Levels First difference Levels First difference
H0: I(0) H0: I(1)° H0: I(0) H0: I(1)°
Currency Exchange rate RUB/USD  − 2.21  − 5.46 ***  − 1.21  − 3.59 **
Beef Producer RUB  − 1.34  − 7.32 ***  − 1.99  − 3.34 *
USD  − 3.14 *  − 6.13 ***  − 1.93  − 5.2 ***
Consumer RUB  − 1.80  − 4.46 ***  − 2.35  − 2.65
USD
Import RUB  − 2.87  − 6.16***  − 1.71  − 4.58 ***
USD  − 2.51  − 5.83 ***  − 2.18  − 3.95 **
Export RUB  − 6.09 ***  − 9.54 ***  − 3.93 **  − 4.78 ***
USD  − 4.26 ***  − 9.05 ***  − 2.31  − 4.34 ***
Pork Producer RUB  − 2.34  − 5.39 ***  − 2.48  − 4.26 ***
USD  − 3.37 **  − 5.34***  − 2.63  − 4.73 ***
Consumer RUB  − 1.45  − 4.70 ***  − 2.09  − 3.38 *
USD  − 
Import RUB  − 2.69  − 5.96 ***  − 1.87  − 4.98 ***
USD  − 2.65  − 5.28 ***  − 2.44  − 4.85 ***
Export RUB  − 5.67 ***  − 8.87 ***  − 4.00 **  − 5.81 ***
USD  − 4.79 ***  − 8.68 ***  − 3.18 *  − 5.34 ***
Poultry Producer RUB  − 1.57  − 5.55 ***  − 2.42  − 3.72 **
USD  − 3.37 *  − 5.35 ***  − 2.63  − 4.73 ***
Consumer RUB  − 2.66  − 3.46 **  − 1.88  − 4.08 ***
USD
Import RUB  − 2.62  − 6.34 ***  − 2.51  − 4.14 ***
USD  − 2.98  − 6.00 ***  − 2.89  − 4.08 ***
Export RUB  − 3.04  − 7.25 ***  − 2.18  − 6.17 ***
USD  − 4.87 ***  − 8.28 ***  − 4.55 ***  − 5.65 ***
  1. ° Monthly producer and trade prices are stationary according to an Augmented Dickey–Fuller test without trend, only intercept, except for the beef producer price (p value = 0.12). No significant trend found for first differences
  2. Stationarity decision based on 5% significance level. Significance codes: ‘***’p ≤ 0.01, ‘**’p ≤ 0.05, ‘*’p ≤ 0.1