Variable | ADF test statistic | Critical values | |
1% | 5% | ||
imp | −2.685181 | −3.9969 | −3.4287 |
Δimp | −7.129538 | −3.9974 | −3.4290 |
neer | −2.004260 | −3.9971 | −3.4288 |
Δneer | −11.227270 | −3.9971 | −3.4288 |
ppi | −2.380421 | −3.9971 | −3.4288 |
Δppi | −6.414848 | −3.9971 | −3.4288 |
gdp | 0.705691 | −3.9973 | −3.4289 |
Δgdp | −14.966260 | −3.9973 | −3.4289 |
wcpi | −3.226988 | −3.9971 | −3.4288 |
Δwcpi | −7.917159 | −3.9971 | −3.4288 |
var neer | −7.735825 | −3.4579 | −2.8735 |