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From
Cointegration and Price Discovery Mechanism of Major Spices in India
P. K. Sahu, Soumik Dey, Kanchan Sinha, Herojit Singh, L. Narsimaiaha
American Journal of Applied Mathematics and Statistics
.
2019
, 7(1), 18-24 doi:10.12691/ajams-7-1-3
Table 1. Descriptive Statistics
Full size table and legend
Table 2. ADF and PP test results
Full size table and legend
Table 3. Lag order selection
Full size table and legend
Table 4. Johansen Cointegration test results
Full size table and legend
Table 5. Granger causality test results
Full size table and legend
Table 6. VECM estimates of Turmeric, chilli and cumin
Full size table and legend
Table 7. VAR estimates of Coriander
Full size table and legend