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 |