| 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 |