Null Hypothesis: LM2 has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 4 (Automatic—based on AIC, maxlag = 4)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

−0.647617

0.9738

Test critical values:

1% level

−4.046072

5% level

−3.452358

10% level

−3.151673