Indices	Data	Unit Root Tests		Indices	Unit Root Tests
Indices	Data	ADF	PP	Indices	ADF	PP
^AORD	RET	−64.32	−64.37	BUX	−30.43	−59.48
	SQR	−8.28	−82.39		−7.61	−68.27
	ABS	−9.28	−85.50		−12.26	−75.93
AEX	RET	−30.39	−64.02	IBOVESPA	−61.78	−61.86
	SQR	−6.19	−89.96		−6.93	−89.84
	ABS	−6.76	−92.77		−9.70	−85.36
DAX	RET	−64.26	−64.37	IPSA	−52.86	−52.51
	SQR	−6.86	−89.10		−11.66	−65.62
	ABS	−8.33	−92.86		−11.52	−70.61
DJA	RET	−48.56	−68.15	KLSE	−61.87	−61.96
	SQR	−7.96	−93.82		−24.93	−36.55
	ABS	−7.02	−92.85		−23.77	−55.35
FCHI	RET	−31.31	−66.24	KOSPI	−60.65	−60.69
	SQR	−7.07	−85.67		−11.05	−76.97
	ABS	−8.76	−90.84		−8.28	−87.61
FTSE 100	RET	−30.87	−67.17	MICEX	−60.39	−60.37
	SQR	−6.32	−85.51		−5.93	−83.97
	ABS	−8.18	−85.96		−6.13	−84.75
HANGSENG	RET	−62.59	−62.64	MXXIPC	−44.65	−56.62
	SQR	−8.66	−65.36		−6.70	−86.23
	ABS	−7.11	−87.09		−9.68	−84.77
NIKKEI	RET	−64.25	−64.38	NIFTY	−44.70	−57.85
	SQR	−10.31	−75.16		−12.85	−65.38
	ABS	−11.23	−82.43		−10.77	−75.43
STRAITS TIMES	RET	−61.53	−61.59	SHCOMP	−59.71	−59.75
	SQR	−8.21	−84.72		−12.46	−70.16
	ABS	−7.03	−88.62		−10.61	−78.57
TSX	RET	−63.77	−64.06	TWII	−59.52	−59.51
	SQR	−5.05	−78.36		−9.36	−79.99
	ABS	−7.60	−86.41		−7.41	−89.24