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