GPM changes Dickey-Fuller test | Number of samples | 25 | |
Z-statistics | 1% Significance level/critical value | 5% Significance level/critical value | 10% Significance level/critical value |
−1.779 | −2.518 | −1.721 | −1.323 |
p-value of Z-statistics = 0.0449 | |||
BLR changes Dickey-Fuller test | Number of samples | 25 | |
Z-statistics | 1% Significance level/critical value | 5% Significance level/critical value | 10% Significance level/critical value |
−3.72 | −2.518 | −1.721 | −1.323 |
p-value of Z-statistics = 0.0006 |