Test type (c, t, j) | Test indicators | qdes | Efrate | Rate | cei | szzs | reits |
(c, 0, 0) | ADF-value | 10.789 | 24.11 | 38.41 | 49.82*** | 10.11 | 2.53 |
P-value | 0.9988 | 0.6757 | 0.0927 | 0.0068 | 0.9992 | 1.0000 | |
(c, 0, 1) | ADF-value | 113.66*** | 68.41*** | 67.41*** | 47.42** | 41.07*** | 120.69*** |
P-value | 0.0000 | 0.0000 | 0.0000 | 0.0124 | 0.0025 | 0.0000 |