Im, Pesaran and Shin W-stat | 0.38666 |
| 0.6505 | 16 | 854 | |
ADF—Fisher Chi-square | 47.3558 |
| 0.0394 | 16 | 854 | |
PP—Fisher Chi-square | 64.6822 |
| 0.0005 | 16 | 864 | |
LIG |
| Ho: Unit root (common unit root) | ||||
Levin, Lin & Chu t* | 0.32254 |
| 0.6265 | 16 | 852 | |
Breitung t-stat | 0.55855 |
| 0.7118 | 16 | 836 | |
| Ho: Unit root (individual unit root) | |||||
Im, Pesaran and Shin W-stat | 0.11649 |
| 0.5464 | 16 | 852 | |
ADF—Fisher Chi-square | 34.0647 |
| 0.3685 | 16 | 852 | |
PP—Fisher Chi-square | 18.1863 |
| 0.9761 | 16 | 864 | |
LM |
| Ho: Unit root (common unit root) | ||||
Levin, Lin & Chu t* | 0.01066 |
| 0.5043 | 16 | 859 | |
Breitung t-stat | 0.88557 |
| 0.8121 | 16 | 843 | |
| ||||||
| Ho: Unit root (individual unit root) | |||||
Im, Pesaran and Shin W-stat | 0.43151 |
| 0.6669 | 16 | 859 | |
ADF—Fisher Chi-square | 29.9636 |
| 0.57 | 16 | 859 | |
PP—Fisher Chi-square | 39.1414 |
| 0.1799 | 16 | 864 |