| Methods | Within-dimension |
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| Between-dimension |
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| Test | Statistic | Prob | Test | Statistic | Prob |
| | Panel v-Stat | −1.116905 | 0.8680 | Group rho-Stat | 3.584474 | 0.9998 |
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| Panel rho-stat | 2.104577 | 0.9823 | Group PP-Stat | −3.748138 | 0.0001 |
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| Panel PP-stat | −4.189722 | 0.0000 | Group ADF-Stat | −3.088071 | 0.0010 |
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| Panel ADF-Stat | −3.883944 | 0.0001 |
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| | Panel v-Stat | −0.840725 | 0.7997 |
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| Panel rho-stat | 2.350623 | 0.9906 |
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| Panel PP-stat | −3.642206 | 0.0001 |
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| Panel ADF-Stat | −3.353254 | 0.0004 |
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