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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*

  1. 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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