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| Adj. t-Stat | Prob.* | |
Phillips-Perron test statistic |
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| −1.339203 | 0.6084 | ||
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) | 0.000706 | |||||
HAC corrected variance (Bartlett kernel) | 0.000677 | |||||
Phillips-Perron Test Equation |
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Dependent Variable: D(L_N10) |
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Method: Least Squares |
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Date: 12/23/19 Time: 14:36 |
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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_N10(−1) | −0.018820 | 0.014069 | −1.337715 | 0.1844 | ||
C | 0.157364 | 0.111661 | 1.409294 | 0.1622 | ||
R-squared | 0.019495 | Mean dependent var | 0.008040 | |||
Adjusted R-squared | 0.008601 | S. D. dependent var | 0.026977 | |||
S. E. of regression | 0.026861 | Akaike info criterion | −4.374804 | |||
Sum squared resid | 0.064935 | Schwarz criterion | −4.319983 | |||
Log likelihood | 203.2410 | Hannan-Quinn criter. | −4.352678 | |||
F-statistic | 1.789482 | Durbin-Watson stat | 2.078590 | |||
Prob (F-statistic) | 0.184360 |
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