Series | Levels | First differences | Trend | ||
ADF | PP | ADF | PP | ||
M3 | −2 | −1.07 | −10.51 | −12.07 | Positive |
CIC | −2.32 | −2.29 | −11.10 | −12.20 | Positive |
OD | −1.12 | −1.94 | −12.62 | −12.93 | Positive |
DAM | −0.92 | −1.29 | −6.22 | −7.07 | Positive |
DRN | −1.43 | −1.75 | −11.92 | −12.59 | Positive |
MMF | −0.27 | −0.056 | −11.82 | −12.81 | Positive* |
REP | −1.35 | −1.30 | −10.46 | −14.4 | Negative |
DS | −1.48 | −1.30 | −13.87 | −13.31 | Positive* |
C. V. MacKinnon | C. V. MacKinnon | *Very reduced | |||
1%, 5%, 10% | 1%, 5%, 10% | ||||
−4; −3.43; −3.139 | −3.46; −2.87; −2.57 |