Test for Unit Roots | |||||||
sal. real | u | pib | z | exin | proin | ||
Intercept | −2.278 | −1.508 | −3.423 | −7.404 | −7.484 | −3.984 | |
ADF | Intercept y tendency | −9.223 | −3.342 | −3.421 | −7.382 | −7.506 | −3.947 |
nil | −2.463 | 0.110 | −2.65 | −6.615 | −7.457 | −3.93 | |
Intercept | −6.205 | −3.202 | −5.563 | −8.046 | −7.377 | −10.25 | |
(ADF) | Intercept y tendency | −6.104 | −3.707 | −5.577 | −7.940 | −7.263 | −10.13 |
nil | −6.232 | −3.201 | −5.711 | −8.111 | −7.466 | −10.305 | |
Intercept | −12.273 | −2.502 | −3.045 | −7.419 | −7.484 | −4.087 | |
PP | Intercept y tendency | −32.257 | −4.633 | −2.947 | −7.409 | −7.517 | −4.057 |
nil | −11.747 | −0.343 | −2.600 | −6.350 | −7.457 | −4.020 | |
Intercept | −52.71 | −13.561 | −5.674 | −27.592 | −38.528 | −10.236 | |
(PP) | Intercept y tendency | −52.288 | −13.478 | −5.600 | −28.152 | −39.642 | −10.164 |
nil | −52.923 | −13.644 | −5.730 | −28.038 | −38.594 | −10.388 | |
Intercept | 0.341 | 0.741 | 0.105 | 0.095 | 0.146 | 0.077 | |
KPSS | Intercept y tendency | 0.107 | 0.094 | 0.060 | 0.075 | 0.049 | 0.059 |
Intercept | 0.152 | 0.197 | 0.094 | 0.257 | 0.500 | 0.034 | |
(KPSS) | Intercept y tendency | 0.118 | 0.196 | 0.039 | 0.193 | 0.500 | 0.030 |