Table 5

Results of error correction model

Copper
Δln⁡StΔln⁡Ft
Δln⁡St−1Δln⁡Ft−1€Δln⁡St−1Δln⁡Ft−1€
0.192** [−7.707]0.314** [10.373]0.335** [13.234]−0.029 [−1.126]0.024 [0.768]−0.060** [−2.306]

Note(s): € = Error correction term; [ ] t-statistics and ** Significant at 5%

Source(s): Authors’ calculation
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