Table 1.

Unit root outcomes

VariablesStatistic-value of ADF testStatistic-value of PP test
At the levelAt the first-ΔAt the levelAt the first-Δ
LnFPI−1.202346 (0.8890)−5.672951*** (0.0005)−1.250171 (0.8779)−8.885546 (0.0000)
LnMPT−0.484175 (0.9774)−2.162945** (0.0319)−0.539261 (0.9745)−2.158293** (0.0322)
LnINT−14.21949*** (0.0000)−15.06267*** (0.0000)
LnCL−0.821701 (0.9503)−5.717229*** (0.0005)−0.821701 (0.9503)−4.383174*** (0.0021)
LnCF−1.406708 (0.8347)−4.805337*** (0.0055)−1.273557 (0.8721)−5.754799*** (0.0005)
LnFER−3.861632** (0.0290)−3.861632** (0.0290)
LnDCR−1.594992 (0.7671)−4.739654*** (0.0045)−1.594992 (0.7671)−4.736382*** (0.0045)
TEMP−5.134467*** (0.0017)−5.164512 (0.0016)
LnEMP−0.334476 (0.9066)−3.580450** (0.0239)−0.327025 (0.9078)−3.619671** (0.0227)
Note(s):

*** (1%) statistically significant; ** (5%) statistically significant

Source(s): Authors’ own work

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