| LNNC | LNXD | LNNC(-1) | LNXD(-1) | |
The same root | LLC test | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Breitung test | 0.8538 | 0.3130 | 0.0000 | 0.0023 | |
Hadri test | 0.0000 | 0.0000 | 0.0000 | 0.0000 | |
Different roots | Im-Pesaran-Skin test | 0.9619 | 1.0000 | 0.0000 | 0.0000 |
Fisher-ADF test | 0.9123 | 1.0000 | 0.0000 | 0.0000 | |
Fisher-PP test | 0.9883 | 0.9537 | 0.0000 | 0.0000 |