Variable

Augmented Dickey-Fuller test statistic

Test type

(c, t, n)

1% level

5% level

10% level

Durbin-Watson stat

Whether or not stable

IP

1.301231

(0, 0, 5)

−2.621185

−1.948886

−1.611932

2.005376

no

LNIS

−1.129899

(c, 0, 3)

−3.588509

−2.929734

−2.603064

1.931758

no

LNFR

1.095050

(0, 0, 3)

−2.618579

−1.948495

−1.612135

2.037972

no

LNER

−1.553380

(c, t, 9)

−4.219126

−3.533083

−3.198312

2.125748

no

LNRI

−3.065175

(c, t, 2)

−4.175640

−3.513075

−3.186854

2.142473

no

LNFB

−0.338867

(c, 0, 5)

−3.592462

−2.931404

−2.603944

2.088039

no

LNFA

−2.171445

(c, t, 3)

−4.180911

−3.515523

−3.188259

1.965846

no

LNFV

0.861664

(0, 0, 3)

−2.618579

−1.948495

−1.612135

1.933953

no

LNP1

−1.410631

(c, t, 1)

−4.170583

−3.510740

−3.185512

1.867541

no

LNV1

0.625995

(0, 0, 0)

−2.615093

−1.947975

−1.612408

2.178977

no

LNI1

−3.750860

(c, t, 0)

−4.165756

−3.508508

−3.184230

1.758331

no*

LNP2

−1.865725

(c, t, 1)

−4.180911

−3.515523

−3.188259

1.885415

no

LNV2

−2.282484

(c, 0, 1)

−3.588509

−2.929734

−2.603064

1.966756

no

LNI2

−0.506949

(0, 0, 0)

−2.617364

−1.948313

−1.612229

2.094102

no

LNP3

−1.459129

(c, 0, 0)

−3.610453

−2.938987

−2.607932

2.027546

no

LNV3

−0.338613

(0, 0, 2)

−2.628961

−1.950117

−1.611339

1.876918

no

LNI3

0.247493

(0, 0, 2)

−2.628961

−1.950117

−1.611339

2.011296

no

ΔIP

−5.611883

(0, 0, 4)

−2.621185

−1.948886

−1.611932

1.983592

Yes

ΔLNIS

−6.204488

(0, 0, 2)

−2.618579

−1.948495

−1.612135

1.910010

Yes

ΔLNFR

−5.859274

(0, 0, 1)

−2.617364

−1.948313

−1.612229

2.090766

Yes

ΔLNER

−4.988928

(c, 0, 7)

−3.610453

−2.938987

−2.607932

1.973024

Yes

ΔLNRI

−2.174348

(0, 0, 5)

−2.622585

−1.949097

−1.611824

2.058566

Yes*

ΔLNFB

−5.365308

(0, 0, 3)

−2.619851

−1.948686

−1.612036

2.068588

Yes

ΔLNFA

−4.536635

(c, t, 2)

−4.180911

−3.515523

−3.188259

1.978200

Yes

ΔLNFV

−8.528261

(c, 0, 3)

−3.588509

−2.929734

−2.603064

1.934061

Yes

ΔLNP1

−4.887063

(0, 0, 0)

−4.170583

−3.510740

−3.185512

1.869802

Yes

ΔLNV1

−7.432871

(0, 0, 0)

−2.616203

−1.948140

−1.612320

1.937232

Yes

ΔLNI1

−6.465878

(c, 0, 0)

−3.581152

−2.926622

−2.601424

2.119644

Yes

ΔLNP2

−5.554892

(c, t, 0)

−4.180911

−3.515523

−3.188259

1.907764

Yes

ΔLNV2

−9.318834

(0, 0, 0)

−2.618579

−1.948495

−1.612135

2.048816

Yes

ΔLNI2

−6.878832

(0, 0, 0)

−2.618579

−1.948495

−1.612135

2.007777

Yes

ΔLNP3

−6.611139

(c, t, 0)

−4.219126

−3.533083

−3.198312

1.877074

Yes

ΔLNV3

−8.784010

(c, t, 1)

−4.226815

−3.536601

−3.200320

1.900843

Yes

Δ LNI3

−5.863534

(0, 0, 1)

−2.628961

−1.950117

−1.611339

2.009563

Yes