Order of integration following the Augmented Dickey and Fuller (ADF) test | |
Variables | Order of integration |
LGDP | I (1) |
EXP | I (1) |
PE | I (1) |
GPFCF | I (1) |
TR | I (1) |
TR2 | I (1) |
Order of integration following the Phillip Perron test (PP) | |
Variables | Order of integration |
LGDP | I (1) |
EXP | I (1) |
PE | I (1) |
GPFCF | I (1) |
TR | I (1) |
TR2 | I (1) |
Order of integration following the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) test | |
Variables | Order of integration |
LGDP | I (1) |
EXP | I (1) |
PE | I (1) |
GPFCF | I (1) |
TR | I (1) |
TR2 | I (1) |