| Unit Root Tests (1st Difference) | Test Statistic | 1% Critical Value | 5% Critical Value | |
| Dickey Fuller (DF) | Z(t) | −31.761 | −3.430 | −2.430 |
| Phillips-Perron (PP) | Z(t) | −31.942 | −3.430 | −2.860 |
| MacKinnon approximate value for Z(t) = 0.00 | ||||