Variables

Differentiation of order 0

Differentiation of order 1

Differentiation of order 2

Result

p-value PP. test

p-value ADF. test

p-value PP. test

p-value ADF. test

p-value PP. test

p-value ADF. test

GDPH

0.7657

0.7147

0.0079

0.006

*

*

d = 1

GDPG

0.9865

0.9933

0.0079

0.0079

*

*

d = 1

GDPT

0.9998

0.9999

0.0082

0.0084

*

*

d = 1

PO

1.0000

1.0000

0.0000

0.0000

*

*

d = 1

H

1.0000

0.8368

0.0008

1.0000

0.0001

0.9999

d = 1

S

0.9997

0.9998

0.0472

0.7145

0.0000

0.0000

d = 1

CE

0.9999

1.0000

0.0529

0.0437

0.0000

0.0000

d = 1

LGDPH

0.6305

0.5674

0.0070

0.0061

*

*

d = 1

LGDPG

0.7450

0.7245

0.0168

0.0168

*

*

d = 1

LGDPT

0.8879

0.8947

0.0036

0.0027

*

*

d = 1

LPO

0.0017

0.0000

*

*

*

*

d = 0

LH

1.0000

0.9979

0.0000

0.9688

0.0000

0.9999

d = 1

LS

0.0002

0.0000

*

*

*

*

d = 0

LCE

0.3529

0.5823

0.0153

0.0154

*

*

d = 1