ADF Test Statistic

Critical Value

PP Test Statistic

Critical Value

TY30

−3.3908

−3.4114

−3.2162

−3.4114

JLL

1.5243

−1.9409

1.7386

−1.9409

COLLIERS

2.0398

−1.9409

0.4864

−1.9409

CBRE

0.3737

−1.9409

−2.3347

−2.8645

D(TY30)

−53.388

−1.9409

−53.515

−1.9409

D(JLL)

−56.115

−1.9409

−56.621

−1.9409

D(COLLIERS)

−51.945

−2.8624

−52.063

−2.8624

D(CBRE)

−55.478

−1.9409

−55.555

−1.9409