Determination of unit root in time series data
| Augmented dickey-fuller test | At zero difference | At first difference | ||
|---|---|---|---|---|
| t-statistics | Prob* | t-statistics | Prob* | |
| −2.630 | 0.009 | −16.430 | 0.000 | |
| Test Critical Values | 1% level | −3.988 | 1% level | −3.457 |
| 5% level | −3.428 | 5% level | −2.878 | |
| 10% level | −3.130 | 10% level | −2.570 | |
| Augmented dickey-fuller test | At zero difference | At first difference | ||
|---|---|---|---|---|
| t-statistics | Prob* | t-statistics | Prob* | |
| −2.630 | 0.009 | −16.430 | 0.000 | |
| Test Critical Values | 1% level | −3.988 | 1% level | −3.457 |
| 5% level | −3.428 | 5% level | −2.878 | |
| 10% level | −3.130 | 10% level | −2.570 | |
| Phillips Perron test | At zero difference | At first difference | ||
|---|---|---|---|---|
| t-statistics | Prob* | t-statistics | Prob* | |
| 49.290 | 0.000 | 0.560 | 0.573 | |
| Test Critical Values | 1% level | −3.988 | 1% level | −3.457 |
| 5% level | −3.428 | 5% level | −2.878 | |
| 10% level | −3.130 | 10% level | −2.570 | |
| Phillips Perron test | At zero difference | At first difference | ||
|---|---|---|---|---|
| t-statistics | Prob* | t-statistics | Prob* | |
| 49.290 | 0.000 | 0.560 | 0.573 | |
| Test Critical Values | 1% level | −3.988 | 1% level | −3.457 |
| 5% level | −3.428 | 5% level | −2.878 | |
| 10% level | −3.130 | 10% level | −2.570 | |
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