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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