Series | Levels | First differences | Trend | ||
ADF | PP | ADF | PP | ||
Eurb 3 m | −2.41 | −2.23 | −6.78 | −6.84 | Negative |
Eurb 1 y | −2.42 | −2.22 | −7 | −7.15 | Negative |
Eonia | −2.33 | −2.34 | −8.64 | −13.79 | Negative |
MROR | −1.28 | −1.28 | −6.26 | −11.98 | Negative |
IPI | −1.62 | −2.03 | −8.51 | −15.68 | Positive |
Unemployment | −1.76 | −0.856 | −5.45 | −5.58 | Positive |
Inflation | −1.47 | −2.20 | −7.88 | −12.71 | Negative |
Core inflation | −1.78 | −1.8 | −16.49 | −16.36 | Negative |
C. V. MacKinnon 1%, 5%, 10% | C. V. MacKinnon 1%, 5%, 10% | ||||
−4; −3.43; −3.139 | −3.46; −2.87; −2.57 |