Level value | First difference | ||||||||
Variables | Constant | Break Point | Constant & trend | Break point | Constant | Break point | Constant & trend | Break point | I (d) |
lnCVC | −8.896 (0)a | 3/19/20 | −9.190 (2)a | 3/27/20 | − | − | − | − | I (0) |
lnOPR | −3.178 (1) | 3/07/20 | −5.172 (0)a | 3/07/20 | −15.096 (0)a | 3/18/20 | −16.084 (0)a | 3/18/20 | I (1) |
lnFPR | −2.101 (1) | 3/30/20 | −6.428 (0)a | 3/02/20 | −4.122 (0) | 3/01/20 | −5.869 (0)a | 3/01/20 | I (0) |