Null Hypothesis: Variable has a unit root Exogenous: None Lag Length: 1 (Automatic-based on AIC, maxlag = 4) | ||
Variable | ADF test statistic | Prob. |
GDP_GR | −1.684576* | 0.0868 |
C_GR | −1.297795 | 0.1769 |
GOV_GR | −2.089660** | 0.0364 |
INC_DIV_TOTAL | 1.219252 | 0.9412 |
LVT_DIV_TOTAL | −0.749168 | 0.3869 |
D(C_GR) | −8.183553*** | 0.0000 |
D(INC_DIV_TOTAL) | −6.118797*** | 0.0000 |
D(LVT_DIV_TOTAL) | −6.702513*** | 0.0000 |