Period

Order of Stationarity

ADF Statistic

P-value

1/5/2020-11/9/2020

I (0)

−3.0204

0.1497

I (1)

−0.23895

0.9900

I (2)

−9.0810

0.0100

22/9/2020-23/12/2020

I (0)

−2.0763

0.5448

I (1)

−1.5101

0.7782

I (2)

−10.2450

0.0100

3/1/2021-1/3/2021

I (0)

−3.0204

0.1497

I (1)

−0.2390

0.9900

I (2)

−9.0810

0.0100