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 |