Augmented Dickey Fuller (ADF) Test

Variables

Test Statistics

Level of Significance

Order of Integration

Log Level

First Difference

LMQ

−2.5543

1%

I (1)

LFDI

−1.6406

−7.1559

1%

I (1)

LINF

−1.3149

−3.3492

1%

I (1)

LER

−1.1031

−3.2879

5%

I (1)

LDET

−3.7841

1%

I (0)

LXPT

−1.3742

−7.3418

1%

I (1)