|
| N | Lags | JHSU | ADF | ERS |
| Real GNP | 80 | 1 | 0.2099 | −3.4545 | −3.0400* |
| Nominal GNP | 80 | 1 | −2.0597 | −2.0204 | −1.9205 |
| GNP deflator | 100 | 1 | −0.4035 | −1.5902 | −1.1553 |
| GNP per capita | 80 | 1 | −3.969** | −3.5225* | −3.0149 |
| Unemployment Rate | 99 | 2 | −3.2545* | −3.4031 | −3.2594* |
| CPI | 129 | 3 | 3.6686 | −1.1985 | −1.1247 |
| Nominal interest rate | 89 | 5 | −0.7742 | −1.1068 | −1.2283 |
| Velocity | 120 | 1 | 7.0521 | −1.5944 | −0.9363 |
| Employment | 99 | 2 | 0.5982 | −2.8744 | −2.7711 |
| Industrial Production | 129 | 9 | −2.6359 | −2.3291 | −1.7402 |
| Real Wages | 89 | 1 | −1.69 | −1.6841 | −1.8075 |
| Nominal Wages | 89 | 2 | −2.5657 | 0.5716 | −1.8808 |
| Money Stock | 100 | 2 | −0.6342 | −2.507 | −2.5815 |
| Stock Prices | 118 | 5 | −1.5731 | −1.1877 | −0.8581 |