Augmented DF

Phillips-Perron

Order of Integration

Level

1st Difference

Level

1st Difference

LGDPNON

−0.670

−6.299***

−0.646

−6.299***

I (1)

LREVOIL

−1.537

−10.224***

−1.400

−10.683***

I (1)

LEXP

0.168

−12.688***

0.325

−15.333***

I (1)