Log-likelihood with joint hypothesis of a unit root

Test Statistics

With deterministic trend

with no deterministic trend

LDSEGEN (lag)

1044.162 (1)

1043.568 (1)

1.188

LIPI (lag)

2748.232 (1)

2748.141 (1)

0.182

LINT (lag)

2800.137 (6)

2799.56 (6)

1.154

LCPI (lag)

3057.174 (1)

3056.523 (1)

1.302

LEXR (lag)

2380.233 (3)

2379.811 (3)

0.844

LM2 (lag)

3089.008 (7)

3087.156 (7)

3.704

LGDPRICE (lag)

1660.912 (4)

1660.26 (4)

1.304