Parameters and variables

Dickey-Fuller statistics

P value

${\beta }_{1t}$

−3.5005

0.04379

${\beta }_{2t}$

−3.4625

0.04739

${\beta }_{3t}$

−4.4305

<0.01

IAV

−4.8190

<0.01

CPI

−3.7951

0.02026

△M2

−4.5536

<0.01