Residual unit root test
| Null hypothesis: ECT has a unit root | ||
|---|---|---|
| Exogenous: constant | ||
| Lag length: 9 (Automatic - based on SIC, maxlag = 12) | ||
| t-statistic | Prob.* | |
| Augmented Dickey–Fuller test statistic | −3.907066 | 0.0030 |
| Test critical values | ||
| 1% level | −3.504727 | |
| 5% level | −2.893956 | |
| 10% level | −2.584126 | |
| Null hypothesis: ECT has a unit root | ||
|---|---|---|
| Exogenous: constant | ||
| Lag length: 9 (Automatic - based on SIC, maxlag = 12) | ||
| Prob.* | ||
| Augmented Dickey–Fuller test statistic | −3.907066 | 0.0030 |
| 1% level | −3.504727 | |
| 5% level | −2.893956 | |
| 10% level | −2.584126 | |
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