| MODEL CET | MODEL CER | ||
Statistic | p-value | Statistic | p-value | |
Modified Dickey-Fuller t | −2.7551 | 0.0029 | −2.0937 | 0.0181 |
Dickey-Fuller t | −1.0941 | 0.1369 | −0.9421 | 0.1731 |
Augmented Dickey-Fuller t | 0.6889 | 0.2454 | 1.1273 | 0.1298 |
Unadjusted modified Dickey-Fuller t | −1.9759 | 0.0241 | −1.9969 | 0.0229 |
Unadjusted Dickey-Fuller t | −0.8644 | 0.1937 | −0.9087 | 0.1817 |