The relation between wheat, soybean, and hemp acreage: a Bayesian time series analysis

Agricultural and Food Economics

Table 2 Unit-root test and cointegration test of selected first-differenced time series variables

	Soybean	Wheat	Hemp
Augmented Dickey–Fuller test	− 2.41	− 3.17**	− 2.16

	Rank = 0	Rank = 1	Rank = 2
Johansen cointegration test	46.31**	16.89*	6.81*

A single asterisk indicate significance at a 10% level. A double asterisk indicate significance at a 5% level