Table 4 ADF and Zivot–Andrews unit root tests with one structural break
Commodity | Variables | Augmented Dickey–Fuller test | Zivot–Andrews unit root test | ||
|---|---|---|---|---|---|
T-Stat. (Prob.) | Break date | T-Stat | Break date | ||
Matoke | WP_Kampala | − 5.3655*** (< 0.01) | 2022M08 | − 3.1337 | 2021M11 |
RP_Kampala | − 3.3464 (0.7794) | 2015M07 | − 3.1782 | 2021M10 | |
WP_Mbarara | − 6.0616*** (< 0.01) | 2022M07 | − 3.3154 | 2021M07 | |
RP_Mbarara | − 4.5209 (0.1240) | 2019M05 | − 3.3705 | 2019M06 | |
ΔWP_Kampala | – | – | − 9.3520*** | 2017M05 | |
ΔRP_Kampala | − 9.5221*** (< 0.01) | 2016M02 | − 8.8490*** | 2017M01 | |
ΔWP_Mbarara | – | – | − 8.6027*** | 2020M07 | |
ΔRP_Mbarara | − 10.1144*** (< 0.01) | 2016M02 | − 8.1372*** | 2018M05 | |
Beans | WP_Kampala | − 4.3819 (0.1742) | 2018M11 | − 3.8754 | 2021M06 |
RP_Kampala | − 4.0804 (0.3228) | 2015M07 | − 3.9967 | 2021M06 | |
WP_Masindi | − 4.1430 (0.2906) | 2021M04 | − 3.7083 | 2021M05 | |
ΔWP_Kampala | − 10.0850*** (< 0.01) | 2015M06 | − 5.4599** | 2020M09 | |
ΔRP_Kampala | − 10.0783*** (< 0.01) | 2020M11 | − 5.9161*** | 2020M06 | |
ΔWP_Masindi | − 9.2542*** (< 0.01) | 2020M09 | − 9.5107*** | 2020M09 | |
Maize | WP_Tororo | − 3.5508 (0.6608) | 2022M02 | − 4.1511 | 2017M06 |
RP_Kampala | − 4.5804 (0.1076) | 2022M03 | − 4.6489 | 2017M07 | |
WP_Masindi | − 3.7460 (0.5348) | 2017M09 | − 4.2439 | 2017M06 | |
RP_Masindi | − 6.3759*** (< 0.01) | 2018M07 | − 6.0524*** | 2017M06 | |
ΔWP_Tororo | − 8.4381*** (< 0.01) | 2015M08 | − 7.1029*** | 2018M10 | |
ΔRP_Kampala | − 11.2346*** (< 0.01) | 2017M07 | − 6.0577*** | 2017M07 | |
ΔWP_Masindi | − 9.9733*** (< 0.01) | 2020M07 | − 7.3002*** | 2018M10 | |