Augmented Dickey-Fuller (ADF) test results after first differencing
| Series | p-value | Lag | Max. lag | Observations |
|---|---|---|---|---|
| D(BCI) | 0.0005 | 0 | 4 | 84 |
| D(CPI) | 0.0000 | 0 | 4 | 84 |
| D(GDP) | 0.0000 | 1 | 4 | 83 |
| D(PP) | 0.0000 | 1 | 4 | 83 |
| D(PPI__APPLIANCES_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__CERAMIC_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__CONCRETE_) | 0.0020 | 4 | 4 | 80 |
| D(PPI__ELECTRICAL_) | 0.0157 | 4 | 4 | 80 |
| D(PPI__OTHER_METALS_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__OTHER_MATERIALS_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__PLUMBING_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__STEEL_) | 0.0000 | 2 | 4 | 82 |
| D(PPI__TIMBER_) | 0.0000 | 0 | 4 | 84 |
| D(UR) | 0.0050 | 3 | 4 | 81 |
| Series | Lag | Max. lag | Observations | |
|---|---|---|---|---|
| D( | 0.0005 | 0 | 4 | 84 |
| D( | 0.0000 | 0 | 4 | 84 |
| D( | 0.0000 | 1 | 4 | 83 |
| D( | 0.0000 | 1 | 4 | 83 |
| D(PPI__APPLIANCES_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__CERAMIC_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__CONCRETE_) | 0.0020 | 4 | 4 | 80 |
| D(PPI__ELECTRICAL_) | 0.0157 | 4 | 4 | 80 |
| D(PPI__OTHER_METALS_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__OTHER_MATERIALS_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__PLUMBING_) | 0.0000 | 0 | 4 | 84 |
| D(PPI__STEEL_) | 0.0000 | 2 | 4 | 82 |
| D(PPI__TIMBER_) | 0.0000 | 0 | 4 | 84 |
| D( | 0.0050 | 3 | 4 | 81 |
Legend: CPI = consumer price index, GDP = gross domestic product, LP = labour productivity, PP = petroleum price, PPI = producer price index, UR = unemployment rate
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