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| Adj. t-Stat | Prob.* |
Phillips-Perron test statistic |
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| −2.205882 | 0.2057 | |
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) |
| 0.003188 | |||
HAC corrected variance (Bartlett kernel) |
| 0.003188 | |||
Phillips-Perron Test Equation |
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Dependent Variable: D(L_N5) |
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Method: Least Squares |
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Date: 12/23/19 Time: 14:31 |
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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_N5(−1) | −0.061550 | 0.027903 | −2.205882 | 0.0299 | |
C | 0.399456 | 0.178080 | 2.243124 | 0.0273 | |
R-squared | 0.051293 | Mean dependent var | 0.006852 | ||
Adjusted R-squared | 0.040751 | S. D. dependent var | 0.058288 | ||
S. E. of regression | 0.057088 | Akaike info criterion | −2.866953 | ||
Sum squared resid | 0.293312 | Schwarz criterion | −2.812132 | ||
Log likelihood | 133.8799 | Hannan-Quinn criter. | −2.844827 | ||
F-statistic | 4.865915 | Durbin-Watson stat | 1.287183 | ||
Prob (F-statistic) | 0.029939 |
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