Financial Innovation

Table 5 Engle-Granger cointegration estimates

From: Evaluating the exchange rate and commodity price nexus in Malaysia: evidence from the threshold cointegration approach

Test-statistics	Model-1	Model-2	Model-3	Model-4
Z(t)	−2.284^*	−2.244^*	− 2.263^*	− 2.201^*

Note: ^*, ^**, ^*** represents 1%, 5%, and 10% significance level. Critical value at 1, 5 and 10% level are equals to − 2.573, − 1.942 and − 1.616 level, respectively

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