Common AR coefficients (within dimension)

Statistic

Prob. Value

Weighted statistic

Prob. Value

Panel v-statistic

3.013

0.001***

1.080

0.139

Panel rho-statistic

−0.750

0.227

−0.834

0.202

Panel PP statistic

−7.725

0.000***

−6.964

0.000***

Panel ADF-statistic

−8.294

0.000***

−7.708

0.000***

Individual AR coefficients (between dimension)

Group rho-statistic

1.174

0.878

Group PP statistic

−7.445

0.000***

Group ADF-statistic

−8.610

0.000***