The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
From: Spillover dynamics across price inflation and selected agricultural commodity prices
CO | GN | SB | BA | MA | SO | RI | WH | CPI | |
---|---|---|---|---|---|---|---|---|---|
Panel A: descriptive statistics | |||||||||
Mean | 5.551 | 7.190 | 6.100 | 5.137 | 5.278 | 5.245 | 6.123 | 5.436 | 4.752 |
Median | 5.594 | 7.214 | 6.120 | 5.170 | 5.183 | 5.276 | 6.132 | 5.449 | 4.773 |
Maximum | 5.878 | 7.920 | 6.501 | 5.575 | 5.816 | 5.781 | 6.765 | 6.052 | 5.319 |
Minimum | 5.010 | 5.329 | 5.542 | 4.618 | 4.619 | 4.558 | 5.656 | 4.943 | 4.211 |
Std. dev. | 0.225 | 0.484 | 0.239 | 0.252 | 0.295 | 0.267 | 0.247 | 0.244 | 0.315 |
Skewness | − 0.837 | − 2.081 | − 0.683 | − 0.324 | 0.035 | − 0.270 | − 0.071 | − 0.003 | − 0.077 |
Kurtosis | 2.786 | 9.031 | 2.830 | 2.131 | 2.413 | 2.526 | 2.506 | 2.196 | 1.732 |
Jarque–Bera | 15.065 | 284.138 | 10.034 | 6.209 | 1.846 | 2.738 | 1.395 | 3.418 | 8.639 |
Probability | 0.001 | 0.000 | 0.007 | 0.045 | 0.397 | 0.254 | 0.498 | 0.181 | 0.013 |
Sum | 705.016 | 913.126 | 774.733 | 652.394 | 670.291 | 666.126 | 777.623 | 690.383 | 603.512 |
Sum sq. dev. | 6.404 | 29.534 | 7.191 | 8.033 | 10.979 | 8.986 | 7.681 | 7.515 | 12.489 |
Observations | 127 | 127 | 127 | 127 | 127 | 127 | 127 | 127 | 127 |
Panel B: correlation coefficient estimates | |||||||||
CO | 1 | ||||||||
T-stat | – | ||||||||
P value | – | ||||||||
No. Obs | 127 | ||||||||
GN | 0.150 | 1 | |||||||
T-stat | 1.701 | – | |||||||
P-value | 0.091 | – | |||||||
No. Obs | 127 | 127 | |||||||
SB | 0.512 | 0.337 | 1 | ||||||
T-stat | 6.664 | 4.007 | – | ||||||
P-value | 0.000 | 0.000 | – | ||||||
No. Obs | 127 | 127 | 127 | ||||||
BA | 0.218 | 0.244 | 0.668 | 1 | |||||
T-stat | 2.502 | 2.814 | 10.048 | – | |||||
P-value | 0.014 | 0.006 | 0.000 | – | |||||
No. Obs | 127 | 127 | 127 | 127 | |||||
MA | 0.309 | 0.233 | 0.874 | 0.798 | 1 | ||||
T-stat | 3.639 | 2.678 | 20.090 | 14.828 | – | ||||
P-value | 0.000 | 0.008 | 0.000 | 0.000 | – | ||||
No. Obs | 127 | 127 | 127 | 127 | 127 | ||||
SO | 0.398 | 0.176 | 0.790 | 0.792 | 0.894 | 1 | |||
T-stat | 4.853 | 1.998 | 14.415 | 14.494 | 22.327 | – | |||
P-value | 0.000 | 0.048 | 0.000 | 0.000 | 0.000 | – | |||
No. Obs | 127 | 127 | 127 | 127 | 127 | 127 | |||
RI | 0.450 | 0.236 | 0.744 | 0.452 | 0.689 | 0.539 | 1 | ||
T-stat | 5.632 | 2.714 | 12.465 | 5.669 | 10.615 | 7.152 | – | ||
P-value | 0.000 | 0.008 | 0.000 | 0.000 | 0.000 | 0.000 | – | ||
No. Obs | 127 | 127 | 127 | 127 | 127 | 127 | 127 | ||
WH | 0.252 | 0.356 | 0.853 | 0.749 | 0.822 | 0.763 | 0.461 | 1 | |
T-stat | 2.907 | 4.263 | 18.265 | 12.651 | 16.167 | 13.212 | 5.800 | – | |
P-value | 0.004 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | – | |
No. Obs | 127 | 127 | 127 | 127 | 127 | 127 | 127 | 127 | |
CPI | 0.651 | 0.011 | 0.393 | 0.340 | 0.342 | 0.499 | 0.163 | 0.224 | 1 |
T-stat | 9.591 | 0.124 | 4.784 | 4.049 | 4.063 | 6.429 | 1.853 | 2.569 | – |
P-value | 0.000 | 0.902 | 0.000 | 0.000 | 0.000 | 0.000 | 0.066 | 0.011 | – |
No. Obs. | 127 | 127 | 127 | 127 | 127 | 127 | 127 | 127 | 127 |