TEST

Dptd

Dcmb

djur

duci

dslr

dipp

ADF

t-statistic

−13.96488*

−9.760973

−1.991412

−13.32437

−12.76937

−6.542762

p-value

0.0000

0.0000

0.2901

0.0001

0.0001

0.0000

KPSS

LM statistic

0.223430

0.115096

0.139291

0.058259

0.124130

0.173177

Critical Value 1%

0.739000

0.739000

0.739000

0.739000

0.739000

0.739000

Critical Value 5%

0.463000

0.463000

0.463000

0.463000

0.463000

0.463000

Critical Value 10%

0.347000

0.347000

0.347000

0.347000

0.347000

0.347000

ADF (Break)

t-statistic

−14.61660

−10.84901

−14.32303

−13.66376

−13.45417

−7.425025

p-value

<0.01

<0.01

<0.01

<0.01

<0.01

<0.01

ZA

t-statistic

−14.309

−10.884

−4.225

−13.687

−7.582

−7.382

Crit. Val. 1%

−5.34

−5.34

−5.34

−5.34

−5.34

−5.34

Crit. Val. 5%

−4.80

−4.80

−4.80

−4.80

−4.80

−4.80

Crit. Val. 10%

−4.58

−4.58

−4.58

−4.58

−4.58

−4.58