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| Adj. t-Stat | Prob.* |
| Phillips-Perron test statistic |
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| −0.411639 | 0.5325 | |
| 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) |
| 0.000647 | |||
| HAC corrected variance (Bartlett kernel) |
| 0.000751 | |||
| Phillips-Perron Test Equation |
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| Dependent Variable: D(L_NEERREV) |
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| Method: Least Squares |
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| Date: 12/23/19 Time: 15:20 |
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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_NEERREV(−1) | −0.000247 | 0.000563 | −0.439236 | 0.6615 | |
| R-squared | 0.000318 | Mean dependent var | −0.001080 | ||
| Adjusted R-squared | 0.000318 | S. D. dependent var | 0.025587 | ||
| S. E. of regression | 0.025583 | Akaike info criterion | −4.482952 | ||
| Sum squared resid | 0.059559 | Schwarz criterion | −4.455541 | ||
| Log likelihood | 207.2158 | Hannan-Quinn criter. | −4.471889 | ||
| Durbin-Watson stat | 1.953056 |
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