ADF | t-Statistics | Probability | |
−3.3711*** | 0.0004 | ||
Augmented Dickey-Fuller Test Equation | |||
Variable | Coefficient | t-Statistics | P-Value |
Resid (−1) | −2.0812 | −5.211*** | 0.000 |
DResid (−1) | 1.1748 | 3.717*** | 0.001 |
DResid (−2) | 0.7260 | 2.898** | 0.006 |
DResid (−3) | 0.6327 | 2.702** | 0.010 |
| R-Square | 0.5678 |
|
| Adjusted R-Square | 0.5362 |
|