Method | Level | 1st Difference | ||
Statistic | P-value** | Statistic | P-value** | |
Levin, Lin & Chu | −1.27887 | 0.1005 | −28.1241 | 0.0000 |
Im, Pesaran and Shin W-stat | −0.18593 | 0.4262 | −25.6146 | 0.0000 |
ADF-Fisher Chi-square | 3.19960 | 0.5250 | 290.269 | 0.0000 |
PP-Fisher Chi-square | 2.69578 | 0.6100 | 284.549 | 0.0000 |