A Neural Learning Approach for a Data-Driven Nonlinear Error Correction Model

Table 1

ADF test results.

Variable	DF statistical quantity	value
Gold price	−0.6388	0.4125
US dollar index	1.3839	0.9569
Gold price first-order difference	−14.0765	<0.01
US dollar index first-order difference	−16.6065	<0.01