Order of integration following the Augmented Dickey and Fuller (ADF) test

Variables

Order of integration

LGDP

I (1)

EXP

I (1)

PE

I (1)

GPFCF

I (1)

TR

I (1)

TR²

I (1)

Order of integration following the Phillip Perron test (PP)

Variables

Order of integration

LGDP

I (1)

EXP

I (1)

PE

I (1)

GPFCF

I (1)

TR

I (1)

TR²

I (1)

Order of integration following the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) test

Variables

Order of integration

LGDP

I (1)

EXP

I (1)

PE

I (1)

GPFCF

I (1)

TR

I (1)

TR²

I (1)