Augmented Dickey-Fuller (ADF) unit root tests results

Phillips-Perron unit root tests results

t-Statistic

critical value

Prob.*

t-Statistic

critical value

Prob.*

LFDI (I₀)

−5.172096

−3.661661

0.0002***

−5.192525

−3.661661

0.0002***

LGDP (I₁)

−3.939084

−3.67017

0.0052**

−4.033823

−3.67017

0.0041**

LINFL (I₀)

−5.046805

−3.661661

0.0003***

−5.037402

−3.661661

0.0003***

LGFC (I₁)

−4.639279

−3.67017

0.0009**

−4.687014

−3.67017

0.0008**

LUNMPL (I₁)

−3.983595

−3.679322

0.0048**

−3.032231

−2.644302

0.0037**