| Augmented Dickey-Fuller Test (H0: not stationary) | KPSS Test for Level Stationarity (H0: stationary) | |||||
| Dickey-Fuller | Lag order | p-value | KPSS Level | Truncation lag | p-value | |
| Return | −5.1634 | 5 | 0.01 | 0.21622 | 2 | 0.1 |
| TP | −5.3383 | 5 | 0.01 | 0.11985 | 2 | 0.1 |
| MEC | −5.399 | 5 | 0.01 | 0.059648 | 2 | 0.1 |
| TV | 5.399 | 5 | 0.01 | 1.1257 | 2 | 0.01 |