Variables

(c,t,p)

ADF Statistics

1% critical value

5% critical value

10% critical value

(c,0,0)

−50.06

−3.44

−2.86

−2.57

(c,0,0)

−42.91

−3.44

−2.86

−2.57

(c,0,0)

−3.82

−3.44

−2.86

−2.57