A Common Unit Root Is Assumed | An Individual Unit Root Is Assumed | ||||||||
Prueba | Levin, Lin & Chu t* | Breitung t-stat | Im, Pesaran and Shin W-stat | ADF-Fisher Chi-square | PP-Fisher Chi-square | ||||
Ln (deflactor) | |||||||||
Statistic | −3.49603 | −3.97062 | −1.2286 | 126.36 | 259.403 | ||||
Prob.** | 0.0002 | 0 | 0.1096 | 0 | 0 | ||||
Ln (tao) | |||||||||
Statistic | 3.81365 | −6.09313 | −5.14049 | 123.466 | 110.279 | ||||
Prob.** | 0.9999 | 0 | 0 | 0 | 0 | ||||
Ln (lambda) | |||||||||
Statistic | 0.96041 | −2.48024 | 1.4689 | 50.0037 | 77.9399 | ||||
Prob.** | 0.8316 | 0.0066 | 0.9291 | 0.8178 | 0.0597 | ||||
Ln (deflactor USA) | |||||||||
Statistic | 5.19499 | −5.37324 | 5.31662 | 9.20578 | 63.9513 | ||||
Prob.** | 1 | 0 | 1 | 1 | 0.3396 | ||||
Dif_i_inflations | |||||||||
Statistic | 0.02304 | −15.9809 | −13.4669 | 292.865 | 231.086 | ||||
Prob.** | 0.5092 | 0 | 0 | 0 | 0 | ||||