| Test for Unit Roots in residuals | ||
| Residuals | ||
| Intercept | −9.664 | |
| ADF | Intercept y tendency | −9.526 |
| nil | −9.768 | |
| Intercept | −8.745 | |
| (ADF) | Intercept y tendency | −8.647 |
| nil | −8.847 | |
| Intercept | −10.048 | |
| PP | Intercept y tendency | −9.963 |
| nil | −10.162 | |
| Intercept | −35.875 | |
| (PP) | Intercept y tendency | −36.277 |
| nil | −36.332 | |
| Intercept | 0.145 | |
| KPSS | Intercept y tendency | 0.137 |
| Intercept | 0.369 | |
| (KPSS) | Intercept y tendency | 0.346 |