Augmented Dickey-Fuller test for unit root, Number of obs. = 669 | ||||||
Interpolated Dickey-Fuller | ||||||
Test Statistics | 1% Critical Value | 5% Critical value | 10% Critical Value | |||
Z(t) | −2.307 | −3.960 | −3.410 | −3.120 | ||
Mackinnon approximate p-value for Z(t) = 1.00 | ||||||
D. Cum. Cases | Coef. | Std. Err. | t | p > |t| | [95% Conf. Interval] | |
D.Cum. Cases | ||||||
L1. | −0.0030118 | 0.0013057 | −2.31 | 0.021 | −0.0055757 | −0.004479 |
LD. | 0.3847551 | 0.0350505 | 10.98 | 0.000 | 0.315932 | 0.4535783 |
L2D. | 0.4267533 | 0.0350943 | 12.16 | 0.000 | 0.3578442 | 0.4956624 |
_trend | 0.329497 | 0.0146564 | 2.25 | 0.025 | 0.0041712 | 0.617281 |
_cons | 2.527277 | 1.043666 | 2.42 | 0.016 | 0.4779936 | 4.57656 |