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