Summary of FF Fourier-ADF unit root test results
| Country | Variable | Freq. (constant) | FFFADF (constant) | Freq. (trend) | FFFADF (trend) |
|---|---|---|---|---|---|
| Canada | X9 | 1.1 | −6.4384 | 1.7 | −6.6628 |
| Output | 4.4 | −28.5884 | 0.4 | −28.6008 | |
| China Hong Kong | X9 | 0.7 | −8.2317 | 1.2 | −8.3185 |
| Output | 4.2 | −28.8982 | 4.1 | −28.9091 | |
| India | X9 | 3 | −8.7155 | 3 | −8.7175 |
| Output | 5 | −12.6642 | 5 | −12.6911 | |
| Japan | X9 | 3 | −8.7095 | 2.9 | −8.7342 |
| Output | 4.4 | −26.4011 | 4.4 | −26.3986 | |
| Kuwait | X9 | 0.1 | −8.3455 | 0.6 | −8.9767 |
| Output | 0.1 | −16.6759 | 3.5 | −16.7415 | |
| Malaysia | X9 | 1.1 | −8.1166 | 1.7 | −8.4308 |
| Output | 4.6 | −12.3601 | 4.6 | −12.4973 | |
| Türkiye | X9 | 1.3 | −13.6591 | 1.3 | −13.66 |
| Output | 3.5 | −21.7645 | 3.6 | −21.821 | |
| United Kingdom | X9 | 1.9 | −8.4479 | 1.8 | −8.7293 |
| Output | 3.1 | −13.6273 | 3.1 | −13.626 | |
| United States | X9 | 1.7 | −7.9883 | 1.7 | −7.9863 |
| Output | 4.6 | −18.3315 | 2.9 | −18.3516 |
| Country | Variable | Freq. (constant) | FFFADF (constant) | Freq. (trend) | FFFADF (trend) |
|---|---|---|---|---|---|
| Canada | X9 | 1.1 | −6.4384 | 1.7 | −6.6628 |
| Output | 4.4 | −28.5884 | 0.4 | −28.6008 | |
| China Hong Kong | X9 | 0.7 | −8.2317 | 1.2 | −8.3185 |
| Output | 4.2 | −28.8982 | 4.1 | −28.9091 | |
| India | X9 | 3 | −8.7155 | 3 | −8.7175 |
| Output | 5 | −12.6642 | 5 | −12.6911 | |
| Japan | X9 | 3 | −8.7095 | 2.9 | −8.7342 |
| Output | 4.4 | −26.4011 | 4.4 | −26.3986 | |
| Kuwait | X9 | 0.1 | −8.3455 | 0.6 | −8.9767 |
| Output | 0.1 | −16.6759 | 3.5 | −16.7415 | |
| Malaysia | X9 | 1.1 | −8.1166 | 1.7 | −8.4308 |
| Output | 4.6 | −12.3601 | 4.6 | −12.4973 | |
| Türkiye | X9 | 1.3 | −13.6591 | 1.3 | −13.66 |
| Output | 3.5 | −21.7645 | 3.6 | −21.821 | |
| United Kingdom | X9 | 1.9 | −8.4479 | 1.8 | −8.7293 |
| Output | 3.1 | −13.6273 | 3.1 | −13.626 | |
| United States | X9 | 1.7 | −7.9883 | 1.7 | −7.9863 |
| Output | 4.6 | −18.3315 | 2.9 | −18.3516 |
Sharing content requires targeting cookies to be enabled. Please update your cookie preferences to use this feature.