Null Hypothesis: LDI has a unit root |
| |||
Exogenous: Constant |
|
| ||
Lag Length: 2 (Automatic-based on SIC, maxlag = 7) | ||||
|
|
| t-Statistic | Prob.* |
Augmented Dickey-Fuller test statistic | −1.753739 | 0.3949 | ||
Test critical values: | 1% level |
| −3.679322 |
|
| 5% level |
| −2.967767 |
|
| 10% level |
| −2.622989 |
|