| ADF | PP | |||
At Level | First Difference | At Level | First Difference | ||
GDPG | t-Statistic | −2.685 | −4.061 | −1.807 | −4.0623 |
Prob | 0.1008 | 0.0304 | 0.3634 | 0.0304 | |
CC | t-Statistic | −2.1767 | −4.4572 | −2.6052 | −9.0891 |
Prob | 0.2209 | 0.0157 | 0.1123 | 0.0000 | |
GE | t-Statistic | −3.3221 | −2.0968 | −1.1638 | −1.9037 |
Prob | 0.1004 | 0.0384 | 0.8831 | 0.0566 | |
PV | t-Statistic | −3.1889 | −2.6840 | −2.2523 | −2.6579 |
Prob | 0.1262 | 0.0110 | 0.4329 | 0.0117 | |
RL | t-Statistic | −2.5010 | −3.4913 | −0.1931 | −2.6038 |
Prob | 0.3227 | 0.0251 | 0.9214 | 0.0131 | |
RQ | t-Statistic | −2.1711 | −2.4012 | −2.3857 | −2.3177 |
Prob | 0.2231 | 0.0203 | 0.1605 | 0.0242 | |
VA | t-Statistic | −1.6505 | −2.0663 | −1.6509 | −1.9058 |
Prob | 0.4356 | 0.0408 | 0.4354 | 0.0564 |