R_1

R_2

R_3

R_SH

ADF

−40.76321

−34.76644

−39.73579

−39.75036

Test critical values: 1% level

−2.566547

−2.566547

−3.434621

−2.566547

PP

−41.13480

−34.62386

−36.42566

−39.73579

Test critical values: 1% level

−3.434621

−3.434621

−3.434621

−3.434621