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| Adj. t-Stat | Prob.* |
Phillips-Perron test statistic |
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| −1.674705 | 0.4406 | |
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) |
| 0.000794 | |||
HAC corrected variance (Bartlett kernel) |
| 0.000844 | |||
Phillips-Perron Test Equation |
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Dependent Variable: D(L_CC) |
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Method: Least Squares |
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Date: 12/23/19 Time: 14:47 |
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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_CC(−1) | −0.025671 | 0.015254 | −1.682897 | 0.0959 | |
C | 0.218952 | 0.125654 | 1.742490 | 0.0848 | |
R-squared | 0.030508 | Mean dependent var | 0.007547 | ||
Adjusted R-squared | 0.019736 | S. D. dependent var | 0.028781 | ||
S. E. of regression | 0.028496 | Akaike info criterion | −4.256616 | ||
Sum squared resid | 0.073081 | Schwarz criterion | −4.201794 | ||
Log likelihood | 197.8043 | Hannan-Quinn criter. | −4.234489 | ||
F-statistic | 2.832141 | Durbin-Watson stat | 1.868165 | ||
Prob (F-statistic) | 0.095861 |
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