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