Markets |
|
|
|
| Transition midpoint | ADF statistic |
|
| 0.008*** (13.49) | 0.082*** (85.56) | 0.029*** (7.36) | 0.638*** (536.09) | 9/22/2009 | −4.54*** | 0.63 |
| 0.053*** (31.39) | 0.079*** (28.81) | 0.028*** (5.02) | 0.583*** (11.94) | 5/23/2008 | −9.26*** | 0.17 |
| 0.184*** (73.12) | 0.289*** (76.37) | 0.013*** (9.76) | 0.523*** (265.32) | 5/14/2007 | −9.95*** | 0.60 |
| 0.079*** (39.98) | 0.193*** (61.41) | 0.004*** (14.72) | 0.533*** (131.31) | 7/18/2007 | −7.03*** | 0.55 |
| 0.123*** (7206) | 0.063*** (25.63) | 0.002 (0.00) | 0.514 (0.16) | 3/14/2007 | −11.89*** | 0.13 |
| 0.101*** (10.32) | 0.174*** (12.36) | 0.004*** (3.13) | 0.433*** (20.74) | 11/21/2005 | −8.70*** | 0.33 |
| 0.124*** (759.86) | 0.064*** (26.24) | 0.0026*** (25.92) | 0.551*** (111.36 | 11/07/2007 | −11.94*** | 0.13 |
| 0.185*** (87.95) | 0.120*** (38.91) | 0.019*** (4.06) | 0.527*** (122.42) | 7/22/2008 | −10.32*** | 0.26 |