Bubbles in Agricultural Commodity Markets of China

Table 2

Bubble detection results in Chinese agricultural commodity markets of 20 months.

	Garlic		Ginger		Green onion		Rice		Corn		Wheat
	SADF	GSADF	SADF	GSADF	SADF	GSADF	SADF	GSADF	SADF	GSADF	SADF	GSADF
C.V.	1.823	2.103	1.573	2.374	1.021	1.621	1.013	2.089	1.452	3.897	2.766	2.261
90%	0.976	1.763	0.836	1.083	1.028	1.839	1.024	2.139	0.933	1.063	0.968	1.306
95%	1.034	1.962	1.053	1.763	1.076	2.013	1.087	2.275	1.087	1.968	1.019	1.935
99%	1.352	2.051	1.849	2.061	1.129	2.027	1.139	2.976	1.769	2.031	1.573	2.023

, , and denote significance at the 1%, 5%, and 10% levels, respectively.