Series | M-test | ADF-test | ||
t-value | p-value | t-value | p-value | |
Yz1 1957-2008 | −7.749 | 5.28 × 10−10 | −7.749 | <1.00 × 10−2 |
Yz2 1957-2008 | −7.851 | 3.70 × 10−10 | −7.851 | <1.00 × 10−2 |
Yz3 1957-2008 | −11.390 | 3.02 × 10−15 | −11.390 | <1.00 × 10−2 |
L 1949-2008 | −8.656 | 6.51 × 10−12 | −8.656 | <1.00 × 10−2 |
Ps 1949-2008 | −13.370 | <2.20 × 10−16 | −13.369 | <1.00 × 10−2 |
Pn 1949-2008 | −10.750 | 3.12 × 10−15 | −10.750 | <1.00 × 10−2 |
Ia 1951-2008 | −9.221 | 1.11 × 10−12 | −9.221 | <1.00 × 10−2 |
Ij 1951-2008 | −11.546 | 3.31 × 10−16 | −11.546 | <1.00 × 10−2 |
Ig 1951-2008 | −13.230 | <2.20 × 10−16 | −13.230 | <1.00 × 10−2 |