Variables In level | Constant and trend | Variables in difference | Constant and trend | Order of integration of variables | ||||
Calculate Value | p-value | Calculate Value | p-value | |||||
Idh | −2.7097 | 1% | −4.394 | Δidh | −6.3090 | 1% | −4.416 | I (1) |
5% | −3.612 | 5% | −3.622 | |||||
10% | −3.243 | 10% | −3.248 | |||||
Ide | −3.213 | 1% | −4.394 | Δide | −8.804 | 1% | −4.416 | I (1) |
5% | −3.612 | 5% | −3.622 | |||||
10% | −3.243 | 10% | −3.248 | |||||
Exp | −3.523 | 1% | −4.394 | Δexp | −5.045 | 1% | −4.416 | I (1) |
5% | −3.612 | 5% | −3.622 | |||||
10% | −3.243 | 10% | −3.248 | |||||
Imp | −0.814 | 1% | −4.394 | Δimp | −4.695 | 1% | −4.416 |
|
5% | −3.612 | 5% | −3.622 | |||||
10% | −3.243 | 10% | −3.248 | |||||
Inv | −2.458 | 1% | −4.394 | Δinv | −5.985 | 1% | −4.416 | I (1) |
5% | −3.612 | 5% | −3.622 | |||||
10% | −3.243 | 10% | −3.248 | |||||
Pib | −2.358 |
| −4.394 | Δpib | −6.155 | 1% | −4.416 |
|