Investigating the price volatility spillover effects in the poultry industry inputs market and the egg market in Iran: using the multivariate DCC-GARCH model

Table 3 The results of the unit root test of augmented Dickey–Fuller

Variable	ADF statistic	Significance level 0.05	Significance level 0.01
Soybean meal	− 10.6	− 2.88	− 3.47
Day-old chicks	− 13.7	− 2.88	− 3.47
Corn	− 11.9	− 2.88	− 3.47
Egg	− 12.4	− 2.88	− 3.47
Exchange rate	− 9.2	− 2.88	− 3.47

ISSN: 2048-7010