Series | ADF test value | Critical value | P value | Conclusion | ||
1% | 5% | 10% | ||||
LNQYJ | −2.785002 | −3.56831 | −2.9212 | −2.898551 | 0.0676 | Non-stationary |
LNPPI | 0.019370 | −2.61301 | −1.9477 | −1.612573 | 0.6842 | Non-stationary |
DLNQYJ | −5.906184 | −2.61203 | −1.9475 | −1.61265 | 0.0001 | stationary |
DLNPPI | −4.933082 | −2.61301 | −1.9477 | −1.612573 | 0.0000 | stationary |