Table 2 Results of the stationarity tests.

From: Reconstructing complex network for characterizing the time-varying causality evolution behavior of multivariate time series

 

ADF

PP

t-Statistic

Probability

t-Statistic

Probability

r Brent

−53.38

0.0001

−53.39

0.0001

r Dubai

−61.02

0.0001

−60.92

0.0001

r Minas

−56.96

0.0001

−56.95

0.0001

r WTI

−57.96

0.0001

−57.92

0.0001

  1. Note: Daily data for the period from 2 January 2003 to 31 December 2015. The t-Statistic is the statistic for the test of the stationarity. Probability refers to the p-value of the t-Statistic. p-value < 0.01 indicates the rejection of the null hypothesis for the associated statistical tests at the 1% level. We choose ADF(Augmented Dickey–Fuller test) and PP(Phillips–Perron test) as the stationarity test methods.
Back to article page