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 |
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Group PP statistic | −7.445 | 0.000*** |
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Group ADF-statistic | −8.610 | 0.000*** |
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