Table 2.
Result of unit root test.
| : data has a unit root | % Δ Exchange rate | % Δ Oil prices | % Δ Gold prices | % Δ stock prices |
|---|---|---|---|---|
| Test statistic (prop.) | −13.6 (0.00) | −9.18 (0.00) | −12.3 (0.00) | −5.52 (0.00) |
Source: Calculated based on the data.
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