Friedman Rank Test |
QS Test |
Kruskall Wallis Test |
F-Test on Seasonal Dummies |
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|---|---|---|---|---|---|---|---|---|
| Test-Stat | p-Value | Test-Stat | p-Value | Test-Stat | p-Value | Test-Stat | p-Value | |
| Industrial Production | 8.973475 | 0.6243408 | 0.0000000 | 1.0000000 | 5.163479 | 0.9229914 | 0.9830827 | 0.4614114 |
| US Oil Production | 18.538462 | 0.0698983 | 0.0000000 | 1.0000000 | 17.661512 | 0.0897744 | 1.4705561 | 0.1407659 |
| Geopolitical Risk | 7.196287 | 0.7829723 | 1.3911078 | 0.4987981 | 6.606995 | 0.8299589 | 0.9548671 | 0.4877468 |
| REER | 13.278515 | 0.2755123 | 0.0000000 | 1.0000000 | 10.097034 | 0.5216806 | 1.4264450 | 0.1590706 |
| Kilian Index | 10.570292 | 0.4799322 | 0.0000000 | 1.0000000 | 10.603718 | 0.4770341 | 1.0114978 | 0.4355752 |
| Real 1-Year Interest | 35.435013 | 0.0002100 | 9.0795984 | 0.0106756 | 36.730248 | 0.0001279 | 5.0994374 | 0.0000002 |
| Real 10-Year Interest | 22.177719 | 0.0230320 | 0.7850488 | 0.6753499 | 24.004493 | 0.0127143 | 1.7885135 | 0.0546861 |