Variable

Integration order (I)

Test Stat

p-value

NPL

1

−40.5550

0.0100

RWA

1

−7.6271

0.0100

EIR

0

−6.3799

0.0100

ROE

0

−4.7692

0.0100

LR

1

−55.825

0.0100

LnEXR

1

−30.427

0.0100