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| Adj. t-Stat | Prob.* |
Phillips-Perron test statistic |
| −2.139337 | 0.2301 | |
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) |
| 0.001089 | ||
HAC corrected variance (Bartlett kernel) |
| 0.000979 | ||
Phillips-Perron Test Equation |
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Dependent Variable: D(L_N1) |
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Method: Least Squares |
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Date: 12/23/19 Time: 14:11 |
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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_N1(−1) | −0.032902 | 0.015664 | −2.100531 | 0.0385 |
C | 0.162843 | 0.074589 | 2.183200 | 0.0316 |
R-squared | 0.046734 | Mean dependent var | 0.006337 | |
Adjusted R-squared | 0.036142 | S. D. dependent var | 0.033986 | |
S. E. of regression | 0.033367 | Akaike info criterion | −3.941027 | |
Sum squared resid | 0.100199 | Schwarz criterion | −3.886206 | |
Log likelihood | 183.2872 | Hannan-Quinn criter. | −3.918901 | |
F-statistic | 4.412232 | Durbin-Watson stat | 2.040940 | |
Prob (F-statistic) | 0.038479 |
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