Alternative hypothesis: common Ar coefs: (Within-dimension) | |||||
Test statistics | V-stat | Rho-stat | Pp-stat | ADF-stat | |
Value | −2.174761 | 2.19467 | −0.482897 | 2.790986 | |
P-value | 0.9852 | 0.9860 | 0.3146 | 0.9974 | |
Alternative hypothesis: Individual AR coef (between dimension) | |||||
Test statistics | Group Rho-stat | Group pp-stat | Group ADF stat | ||
Value | 3.238603 | −5.117002 | −2.664136 | ||
P-value | 0.9994 | 0.0000 | 0.0039 | ||