Variable | ADF test value | Difference order | 1% critical value | 5% critical value | 10% critical value | Prob.* | Test results |
CS | −7.240 | Zero-order | −4.992 | −3.875 | −3.388 | 0.0005 | Smooth |
XFS | −4.010 | First order | −4.200 | −3.175 | −2.729 | 0.0134 | Smooth |
ZZS | −5.501 | First order | −5.125 | −3.933 | −3.420 | 0.0063 | Smooth |
YYS | −4.648 | First order | −5.295 | −4.008 | −3.461 | 0.0220 | Smooth |
QYS | −6.015 | Zero-order | −4.992 | −3.875 | −3.388 | 0.0025 | Smooth |
GS | −5.393 | Zero-order | −4.992 | −3.875 | −3.388 | 0.0058 | Smooth |