Alternative hypothesis: common AR coefs. (within-dimension) | ||
| Statistic | Statistic |
Panel V-statistic | −0.552891 | −0.593429 |
Panel Rho-statistic | 0.283904 | 0.440299 |
Panel PP-statistic | −2.077425** | −1.783202** |
Panel ADF-statistic | −2.055214** | −1.760068** |
Alternative hypothesis: individual AR coefs. (between-dimension) | ||
Group Rho-Statistic | 1.302237 |
|
Group PP-Statistic | −1.403047* |
|
Group ADF-statisctic | −1.415764* |
|