Variable | Trend Specification | ADF Test Statistic | Break Date | Coefficient of Break Dummy(P values) | Conclusion |
LRM2 LRGDP EXCH FINV INF INTSPR USTB | Intercept Intercept Intercept Intercept Intercept Intercept Intercept | 4.984135 (0.0046)*** 4.826624 (0.003)*** 5.084029 (0.000)*** 3.249118 (0.0027)*** −2.884619 (0.0120)** 3.028482 (0.0048)*** −3.406098 (0.0019)*** | 2013 2012 1984 2004 1991 1986 2000 | 0.782144 (0.0000)*** 0.627257 (0.0003)*** 0.797234 (0.0000)*** 0.200501 (0.000)*** −55.82653 (0.0000)*** 6.07939 (0.0000)*** −1.737289 (0.0000)*** | I(0) I(0) I(0) I(0) I(0) I(0) I(0) |