Table 1 Results of stationary tests using a Augmented Dickey-Fuller (ADF) test.

From: Incorporation of causality structures to complex network analysis of time-varying behaviour of multivariate time series

 

ADF-statistic (3 sf)

p-value

Daqing

\(-11.7\)

0.001

Minas

\(-20.3\)

0.001

Dubai

\(-51.8\)

0.001

Brent

\(-9.79\)

0.001

  1. A \(\hbox {p-value}<0.01\) indicates the rejection of the null hypothesis for the test at a \(1\%\) level.
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