Brent Oil Price |
US Refiner Acquisition Cost |
WTI Oil Price |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Lagged Difference t-stat | Drift t-stat | Trend t-stat | F-stat | Lagged Difference t-stat | Drift t-stat | Trend t-stat | F-stat | Lagged Difference t-stat | Drift t-stat | Trend t-stat | F-stat | |
| Model 1 | -3.16674 | - | - | 5.14949 | -3.2698 | - | - | 5.73333 | -3.17352 | - | - | 5.15294 |
| Model 2 | -3.16985 | 5.07223 | - | 5.15678 | -3.27279 | 5.40061 | - | 5.73856 | -3.17626 | 5.09017 | - | 5.15939 |
| Model 3 | -3.16588 | 3.41025 | 5.06726 | 3.46647 | -3.26795 | 3.62563 | 5.39353 | 3.85033 | -3.16532 | 3.40687 | 5.06459 | 3.45289 |
| Model 1: No Drift or trend Model 2: With drift Model 3: With drift and trend |
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