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| Adj. t-Stat | Prob.* |
Phillips-Perron test statistic |
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| −1.072235 | 0.7239 | |
Test critical values: | 1% level | −3.503049 |
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| 5% level | −2.893230 |
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| 10% level | −2.583740 |
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*MacKinnon (1996) one-sided p-values. |
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Residual variance (no correction) |
| 0.001314 | |||
HAC corrected variance (Bartlett kernel) |
| 0.000681 | |||
Phillips-Perron Test Equation |
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Dependent Variable: D(L_RGDP15) |
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Method: Least Squares |
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Date: 12/23/19 Time: 15:01 |
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Sample (adjusted): 2012M02 2019M09 |
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Included observations: 92 after adjustments |
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Variable | Coefficient | Std. Error | t-Statistic | Prob. | |
L_RGDP15(−1) | −0.033599 | 0.025322 | −1.326834 | 0.1879 | |
C | 0.305901 | 0.227737 | 1.343222 | 0.1826 | |
R-squared | 0.019186 | Mean dependent var | 0.003775 | ||
Adjusted R-squared | 0.008288 | S. D. dependent var | 0.036804 | ||
S. E. of regression | 0.036651 | Akaike info criterion | −3.753265 | ||
Sum squared resid | 0.120895 | Schwarz criterion | −3.698443 | ||
Log likelihood | 174.6502 | Hannan-Quinn criter. | −3.731138 | ||
F-statistic | 1.760487 | Durbin-Watson stat | 0.841955 | ||
Prob (F-statistic) | 0.187920 |
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