Test for Unit Roots in residuals | ||

Residuals | ||

Intercept | −9.664 | |

ADF | Intercept y tendency | −9.526 |

nil | −9.768 | |

Intercept | −8.745 | |

(ADF) | Intercept y tendency | −8.647 |

nil | −8.847 | |

Intercept | −10.048 | |

PP | Intercept y tendency | −9.963 |

nil | −10.162 | |

Intercept | −35.875 | |

(PP) | Intercept y tendency | −36.277 |

nil | −36.332 | |

Intercept | 0.145 | |

KPSS | Intercept y tendency | 0.137 |

Intercept | 0.369 | |

(KPSS) | Intercept y tendency | 0.346 |