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