Brent |
US Refiner Acquisition Cost |
WTI |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Model 1 |
Model 2 |
Model 3 |
Model 1 |
Model 2 |
Model 3 |
Model 1 |
Model 2 |
Model 3 |
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| Lags | ZA Stat | Potential Break | ZA Stat | Potential Break | ZA Stat | Potential Break | ZA Stat | Potential Break | ZA Stat | Potential Break | ZA Stat | Potential Break | ZA Stat | Potential Break | ZA Stat | Potential Break | ZA Stat | Potential Break |
| 1 | -13.36415 | 01/03/2020 | -13.0909 | 01/02/2022 | -13.67182 | 01/03/2020 | -12.91034 | 01/03/2020 | -12.66604 | 01/02/2022 | -13.27807 | 01/03/2020 | -12.96584 | 01/03/2020 | -12.66651 | 01/07/1994 | -13.35081 | 01/03/2020 |
| 2 | -11.13109 | 01/03/2020 | -10.88429 | 01/02/2022 | -11.35853 | 01/03/2020 | -11.07805 | 01/03/2020 | -10.84847 | 01/02/2022 | -11.40079 | 01/03/2020 | -11.3997 | 01/03/2020 | -11.10951 | 01/02/2022 | -11.71142 | 01/03/2020 |
| 3 | -10.28249 | 01/03/2020 | -10.03938 | 01/04/2022 | -10.39843 | 01/03/2020 | -9.98063 | 01/03/2020 | -9.7532 | 01/02/2022 | -10.21547 | 01/03/2020 | -10.27892 | 01/03/2020 | -9.98997 | 01/04/2022 | -10.4905 | 01/03/2020 |
| 4 | -8.70245 | 01/03/2020 | -8.46478 | 01/04/2022 | -8.76047 | 01/09/2020 | -8.89837 | 01/03/2020 | -8.6724 | 01/02/2022 | -9.06054 | 01/03/2020 | -8.90287 | 01/03/2020 | -8.61766 | 01/04/2022 | -9.03008 | 01/03/2020 |
| 5 | -8.35312 | 01/03/2020 | -8.11443 | 01/04/2022 | -8.51862 | 01/09/2020 | -8.42285 | 01/03/2020 | -8.19377 | 01/04/2022 | -8.55091 | 01/09/2020 | -8.39462 | 01/03/2020 | -8.10562 | 01/04/2022 | -8.49662 | 01/09/2020 |
| 6 | -7.4736 | 01/03/2020 | -7.22439 | 01/04/2022 | -7.64586 | 01/09/2020 | -7.75578 | 01/03/2020 | -7.51208 | 01/04/2022 | -7.89866 | 01/10/2020 | -7.73504 | 01/03/2020 | -7.4274 | 01/04/2022 | -7.85011 | 01/09/2020 |
| 7 | -7.1851 | 01/03/2020 | -6.89549 | 01/05/2022 | -7.31416 | 01/09/2020 | -7.53912 | 01/03/2020 | -7.25987 | 01/04/2022 | -7.67373 | 01/10/2020 | -7.45732 | 01/03/2020 | -7.10947 | 01/04/2022 | -7.56106 | 01/10/2020 |
| 8 | -7.06821 | 01/03/2020 | -6.73607 | 01/05/2022 | -7.12749 | 01/09/2020 | -7.00439 | 01/03/2020 | -6.6979 | 01/05/2022 | -7.1121 | 01/10/2020 | -7.16846 | 01/03/2020 | -6.77454 | 01/05/2022 | -7.22314 | 01/10/2020 |
| 9 | -6.27593 | 01/03/2020 | -5.93718 | 01/10/1999 | -6.30273 | 01/10/2020 | -6.30072 | 01/03/2020 | -5.9761 | 01/05/2022 | -6.38032 | 01/10/2020 | -6.54738 | 01/03/2020 | -6.12507 | 01/05/2022 | -6.56494 | 01/10/2020 |
| 10 | -6.05924 | 01/03/2020 | -5.71004 | 01/11/2014 | -6.09361 | 01/11/1998 | -5.96649 | 01/03/2020 | -5.62387 | 01/07/2022 | -6.03348 | 01/11/1998 | -6.32314 | 01/03/2020 | -5.89168 | 01/12/2014 | -6.28665 | 01/10/2020 |
| 11 | -5.76401 | 01/03/2020 | -5.4104 | 01/10/1999 | -5.78336 | 01/11/1998 | -6.02837 | 01/03/2020 | -5.6768 | 01/11/1999 | -6.07727 | 01/11/1998 | -6.19282 | 01/03/2020 | -5.74559 | 01/12/2014 | -6.1055 | 01/06/2008 |
| 12 | -5.98524 | 01/03/2020 | -5.62193 | 01/11/1999 | -6.00325 | 01/01/1999 | -6.03785 | 01/03/2020 | -5.67732 | 01/12/1999 | -6.08955 | 01/11/1998 | -6.19011 | 01/03/2020 | -5.72918 | 01/12/2014 | -6.10227 | 01/06/2008 |
| Model 1: With intercept Model 2: With trend Model 3: With intercept and trend |
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