Variable | Model with constant and deterministc trend | |||
Pooled | Pool.value | Model.C | Model.C | |
LPTF | Pa | 0.2906267 | ta | −1.362829 |
Pb | 0.3040682 | tb | −1.403293 | |
PMSB | rho1 | Pool.ADF | ||
0.3562268 | 0.9856549 | −0.3700467 | ||
LGPIB | Pooled | Pool.value | C | Model.C |
Pa | 0.2534956 | ta | −1.352104 | |
Pb | 0.2632605 | tb | −1.489702 | |
PMSB | rho1 | Pool.ADF | ||
0.3171416 | 0.9868038 | −0.1941862 | ||
LIGPIB | pool_test | P mp_test | 0 | Model.C |
Pa | −1.364742 | ta | 0.6171061 |