| ADF | 1% | 5% | 10% |
HM | −1.595327 | −2.604746 | −1.946447 | −1.613238 |
P | 1.495495 | −2.605442 | −1.946549 | −1.613181 |
d(HM) | −8.746403 | −2.605442 | −1.946549 | −1.613181 |
d(P) | −6.988245 | −2.605442 | −1.946549 | −1.613181 |