Variables

Test type

Statistic value

Critical value

r + e

(c, t, 2)

−2.9433

−3.2367*

Δ(r + e)

(c, t, 2)

−4.1685

−3.6118**

r

(c, t, 1)

−1.9934

−3.2279*

Δr

(c, 0, 1)

−2.6694

−2.6290*

e

(c, 0, 1)

−1.8109

−2.6290*

Δe

(c, 0, 1)

−5.1010

−3.7204***

d

(c, t, 1)

−1.9934

−3.2279*

Δd

(c, 0, 1)

−2.6694

−2.6290*

P^*

(c, t, 5)

−2.6060

−3.2535*

Δp^*

(c, t, 1)

−7.0904

−4.3738***

y

(c, t, 3)

−1.9330

−3.2418*

Δy

(c, t, 1)

−4.5701

−4.3738***

Q

(c, 0, 1)

−1.6007

−2.6290*

ΔQ

(c, 0, 1)

−5.2685

−3.7204***