Null Hypothesis: D(EXR) has a unit root |
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Exogenous: Constant, Linear Trend |
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Lag Length: 0 (Automatic—based on AIC, maxlag = 4) | ||||
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|
| t-Statistic | Prob.* |
Augmented Dickey-Fuller test statistic | −8.180842 | 0.0000 | ||
Test critical values: | 1% level |
| −4.043609 |
|
| 5% level |
| −3.451184 |
|
| 10% level |
| −3.150986 |
|
Null Hypothesis: IFR has a unit root |
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Exogenous: Constant, Linear Trend |
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Lag Length: 3 (Automatic—based on AIC, maxlag = 4) | ||||
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|
| t-Statistic | Prob.* |
Augmented Dickey-Fuller test statistic | −2.533017 | 0.3119 | ||
Test critical values: | 1% level |
| −4.051450 |
|
| 5% level |
| −3.454919 |
|
| 10% level |
| −3.153171 |
|