| 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 |