Table 5.
BDS non-linearity test results.
| Variable | M2 | M3 | M4 | M5 | M6 | Result | 
|---|---|---|---|---|---|---|
| FOOD | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| CERY | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| CROP | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| FOODE | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| FOODP | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| MONE | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| OILP | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| RAWA | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| TEMP | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| GFOOD | 0.0001 | 0.0002 | 0.0023 | 0.0020 | 0.0005 | NL | 
| AGPI | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
| FERT | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | NL | 
Note: M and NL denote dimension and non-linearity, respectively.