sequence | ADF test value | Significant level | P value | Stationarity | ||
1% | 5% | 10% | ||||
CPI | 0.066846 | −2.584539 | −1.943540 | −1.614941 | 0.7022 | Non-stable |
PPI | −0.707841 | −2.583011 | −1.943324 | −1.615075 | 0.4084 | Non-stable |
DCPI | −6.427866 | −2.584539 | −1.943540 | −1.614941 | 0.0000 | smooth |
DPPI | −4.920177 | −2.583011 | −1.943324 | −1.615075 | 0.0000 | smooth |