Markets |
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| Transition midpoint | ADF statistic |
|
| 0.029*** (21.79) | 0.089*** (73.96) | 0.015*** (10.72) | 0.623*** (338.79) | −0.021*** (13.97) | −0.0013*** (20.28) | 1/30/2009 | −5.70*** | 0.67 |
| 0.093 (0.79) | 0.094*** (31.33) | 0.279 (0.46) | 0.344*** (804.59) | −0.001 (0.77) | 0.001*** (6.43) | 4/12/2004 | −9.54*** | 0.21 |
| 0.085*** (9.15) | 0.320*** (38.02) | 0.003*** (12.02) | 0.463*** (103.38) | −0.020*** (2.67) | 0.003*** (14.86) | 5/01/2006 | −10.02*** | 0.61 |
| 0.054*** (11.82) | 0.155*** (37.51) | 0.004*** (10.24) | 0.457*** (81.32) | −0.086*** (23.28) | 0.003*** (16.77) | 8/10/2006 | −7.07*** | 0.60 |
| 0.028*** (6.24) | 0.072*** (28.08) | 0.198 (0.99) | 0.345*** (265.09) | −0.019*** (4.94) | 0.004*** (27.50) | 4/19/2004 | −13.13*** | 0.25 |
| −0.026*** (4.04) | 0.202*** (36.18) | 0.004*** (11.61) | 0.361*** (56.37) | 0.004 (1.05) | 0.005*** (22.90) | 7/27/2004 | −9.72*** | 0.81 |
| 0.050*** (29.37) | 0.078*** (59.12) | 0.031*** (10.61) | 0.411*** (106.32 | −0.053*** (36.87) | 0.007*** (100.64) | 6/07/2005 | −15.04*** | 0.78 |
| 0.153*** (35.98) | 0.095*** (23.31) | 0.016*** (4.06) | 0.512*** (112.42) | −0.037*** (8.63) | 0.003*** (15.57) | 3/05/2007 | −10.80*** | 0.30 |