Tests

MV

MG

Min-V

Min-G

Test critical value: 5% level

ADF

−27.578

−26.969

−26.182

−25.790

−2.865

KPSS

0.042

0.050

0.057

0.074

0.463

ERS

−12.579

−13.501

−13.606

−14.548

−1.941

ARCH test

49.848

71.045

41.329

57.636

1.710