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 |