Stationarity

lnRealGDP

lag

lnAgrGDP

lag

lnIndGDP

lag

lnSerGDP

lag

Statistics (level)

(ADL)

−3.841**

0

−5.101***

0

−3.639**

0

−1.880

0

τ (ADL)

−3.700**

0

−5.168***

0

−3.717**

0

−1.590

0

(PP)

−3.825**

0

−5.088***

0

−3.530**

0

−2.088

0

τ (PP)

−3.718***

0

−5.159***

0

−3.622**

0

−1.813

0

Statistics (first difference)

(ADL)

−3.251*

1

−4.111**

1

−3.786**

1

−1.845

1

τ (ADL)

−3.138**

1

−3.780**

1

−3.918**

1

−1.634

1

(PP)

−3.876**

1

−5.088***

1

−3.680**

1

−1.955

1

τ (PP)

−3.751**

1

−5.155***

1

−3.761**

1

−1.663

1