TEST | Ptd | cmb | jur | uci | slr | ipp |
ADF | t-statistic | −2.711528* | −0.666589 | −2.321665 | −2.803488* | −3.631234* | −2.650261* |
p-value | 0.2347 | 0.8490 | 0.1676 | 0.2000 | 0.0326 | 0.2597 |
KPSS | LM statistic | 0.174206* | 0.114257* | 0.148539* | 0.271630* | 0.218900* | 0.086862* |
Critical Value 1% | 0.216000 | 0.216000 | 0.216000 | 0.216000 | 0.216000 | 0.216000 |
Critical Value 5% | 0.146000 | 0.146000 | 0.146000 | 0.146000 | 0.146000 | 0.146000 |
Critical Value 10% | 0.119000 | 0.119000 | 0.119000 | 0.119000 | 0.119000 | 0.119000 |
ADF (Break) | t-statistic | −2.586509 | −2.553750 | −3.709575 | −2.894235 | −1.884412 | −2.591340 |
p-value | 0.8737 | 0.8860 | 0.2781 | 0.7417 | 0.9881 | 0.8719 |
ZA | t-statistic | −3.895 | −3.069 | −2.496 | −5.055 | −3.527 | −2.614 |
Critical Value 1% | −5.34 | −5.34 | −5.34 | −5.34 | −5.34 | −5.34 |
Critical Value 5% | −4.80 | −4.80 | −4.80 | −4.80 | −4.80 | −4.80 |
Critical Value 10% | −4.58 | −4.58 | −4.58 | −4.58 | −4.58 | −4.58 |