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| Adj. t-Stat | Prob.* |
Phillips-Perron test statistic | −0.968934 | 0.7615 | ||
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) | 0.003114 | |||
HAC corrected variance (Bartlett kernel) | 0.003889 | |||
Phillips-Perron Test Equation |
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Dependent Variable: D(L_N2) |
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Method: Least Squares |
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Date: 12/23/19 Time: 14:23 |
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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_N2(−1) | −0.021625 | 0.028403 | -0.761356 | 0.4484 |
C | 0.118792 | 0.142861 | 0.831522 | 0.4079 |
R-squared | 0.006399 | Mean dependent var | 0.010116 | |
Adjusted R-squared | −0.004641 | S. D. dependent var | 0.056294 | |
S. E. of regression | 0.056424 | Akaike info criterion | −2.890342 | |
Sum squared resid | 0.286531 | Schwarz criterion | −2.835521 | |
Log likelihood | 134.9557 | Hannan-Quinn criter. | −2.868216 | |
F-statistic | 0.579663 | Durbin-Watson stat | 1.488378 | |
Prob (F-statistic) | 0.448435 |
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