Null Hypothesis: D(PE) has a unit root Exogenous: Constant Lag Length: 0 (Automatic - based on SIC, maxlag = 0) | |||
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| t-Statistic | Prob.* |
Augmented Dickey-Fuller test statistic | −3.319069 | 0.0232 | |
Test critical values: | 1% level | −3.679322 |
|
| 5% level | −2.967767 |
|
| 10% level | −2.622989 |
|