| Dickey-Fuller test for unit root | Number of observation = 102 | ||
Interpolated Dickey-Fuller | ||||
| Test statistic | 1% Critical value | 5% Critical value | 10% Critical value |
Z(t) | −3.977 | −3.509 | −2.890 | −2.580 |
MacKinnon approximate p-value for Z(t) = 0.0015 |