|
| Augmented | Dickey | Fuller | Unit Root | Tests |
|
Type | Lags | Rho | Pr < Rho | Tau | Pr < Tau | F | Pr > F |
| 0 | −33.3486 | <0.0001 | −4.09 | <0.0001 |
|
|
Zero Mean | 1 | −3.3316 | 0.2083 | −1.04 | 0.2696 |
|
|
| 2 | 0.0090 | 0.6841 | 0.01 | 0.6838 |
|
|
| 0 | −237.550 | 0.0001 | −17.13 | <0.0001 | 146.71 | 0.0010 |
Single Mean | 1 | −96.0969 | 0.0013 | −6.46 | <0.0001 | 21.00 | 0.0010 |
| 2 | −24.4549 | 0.0032 | −2.93 | 0.0448 | 4.49 | 0.0584 |
| 0 | −311.265 | 0.0001 | −27.67 | <0.0001 | 382.81 | 0.0010 |
Trend | 1 | −471.337 | 0.0001 | −14.43 | <0.0001 | 104.34 | 0.0010 |
| 2 | −316.031 | 0.0001 | −8.61 | <0.0001 | 37.34 | 0.0010 |