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Some Pitfalls … II

Some Pitfalls … II. #2 Dark Northern Spring, DNS, 14%. Table 4: Without Freight Rates DNSJ, DNSPJ DNSJ-DNSPJ lnDNSJ, lnDNSPJ Unit roots, no cointegration lnDNSJ-lnDNSPJ Unit root ?. #2 Dark Northern Spring, DNS, 14%. Table 4: Without Freight Rates DNSJ, DNSGJ DNSJ-DNSGJ

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Some Pitfalls … II

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  1. Some Pitfalls … II

  2. #2 Dark Northern Spring, DNS, 14% • Table 4: Without Freight Rates • DNSJ, DNSPJ • DNSJ-DNSPJ • lnDNSJ, lnDNSPJ • Unit roots, no cointegration • lnDNSJ-lnDNSPJ • Unit root ?

  3. #2 Dark Northern Spring, DNS, 14% • Table 4: Without Freight Rates • DNSJ, DNSGJ • DNSJ-DNSGJ • lnDNSJ, lnDNSGJ • Unit roots, no cointegration • lnDNSJ-lnDNSGJ • Unit root ?

  4. #2 Dark Northern Spring, 14% • Table 5: No lag in Export Price, One Month lag in Freight Rate • lnDNSJ, lnDNSPJT • Unit roots, no cointegration • LnDNSJ-lnDNSPJT • Unit root?

  5. #2 Dark Northern Spring, 14% • Table 5: No lag in Export Price, One Month lag in Freight Rate • lnDNSJ, lnDNSGJT • Unit roots, cointegration • LnDNSJ-lnDNSGJT • Unit root: probably stationary

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