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| Adj. t-Stat | Prob.* |
| Phillips-Perron test statistic |
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| 2.272400 | 0.9992 | |
| Test critical values: | 1% level | −2.590340 |
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| 5% level | −1.944364 |
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| 10% level | −1.614441 |
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| *MacKinnon (1996) one-sided p-values. |
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| Residual variance (no correction) |
| 0.008384 | |||
| HAC corrected variance (Bartlett kernel) |
| 0.004797 | |||
| Phillips-Perron Test Equation |
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| Dependent Variable: D(L_MOBVREV) |
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| Method: Least Squares |
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| Date: 12/23/19 Time: 15:16 |
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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_MOBVREV(−1) | 0.003006 | 0.001353 | 2.221984 | 0.0288 | |
| R-squared | −0.010604 | Mean dependent var | 0.023299 | ||
| Adjusted R-squared | −0.010604 | S. D. dependent var | 0.091582 | ||
| S. E. of regression | 0.092066 | Akaike info criterion | −1.921815 | ||
| Sum squared resid | 0.771327 | Schwarz criterion | −1.894404 | ||
| Log likelihood | 89.40348 | Hannan-Quinn criter. | −1.910752 | ||
| Durbin-Watson stat | 2.682481 |
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