Alternative hypothesis: common AR coefs. (within-dimension) | ||
| Statistic | Statistic |
Panel v-statistic | −1.005058 | −1.014277 |
Panel rho-statistic | 0.676465 | 0.379609 |
panelPP-statistic | −1.687064** | −2.138409** |
Panel ADF-statistic | −1.745026** | −2.184406** |
Alternative hypothesis: individual AR coefs. (between-dimension) | ||
Group rho-Statistic | 1.354396 |
|
Group PP-Statistic | −1.691309** |
|
Group ADF -statisctic | −1.682971** |
|