Pesaran CADF test results
| Intercepts | Intercepts and trends | Intercepts | Intercepts and trends | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Variables | lags | t-stat | p value | t-stat | p value | Variables | t-stat | p value | t-stat | p value |
| lsukukvol | 0 | 1.316 | 0.906 | −0.638 | 0.262 | open | −4.996 | 0.000 | −6.316 | 0.000 |
| 1 | 2.333 | 0.990 | −0.154 | 0.439 | −1.702 | 0.044 | −3.883 | 0.000 | ||
| 2 | 3.158 | 0.999 | 1.739 | 0.959 | −0.663 | 0.254 | −2.540 | 0.006 | ||
| 3 | 5.130 | 1.000 | 2.278 | 0.989 | 1.742 | 0.959 | −1.650 | 0.049 | ||
| 4 | 12.641 | 1.000 | 11.822 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 5 | 12.641 | 1.000 | 11.822 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| Sukukden | 0 | 4.452 | 1.000 | 3.537 | 1.000 | finstress | 12.641 | 1.000 | 11.822 | 1.000 |
| 1 | 4.685 | 1.000 | 4.630 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 2 | 5.212 | 1.000 | 5.658 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 3 | 2.956 | 0.998 | 5.684 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 4 | 12.641 | 1.000 | 11.822 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 5 | 12.641 | 1.000 | 11.822 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| Growth | 0 | 0.934 | 0.825 | 1.909 | 0.972 | |||||
| 1 | 1.329 | 0.908 | 2.185 | 0.986 | ||||||
| 2 | 1.870 | 0.969 | 3.469 | 1.000 | ||||||
| 3 | 1.654 | 0.951 | 2.257 | 0.988 | ||||||
| 4 | 12.641 | 1.000 | 11.822 | 1.000 | ||||||
| 5 | 12.641 | 1.000 | 11.822 | 1.000 | ||||||
| Intercepts | Intercepts and trends | Intercepts | Intercepts and trends | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Variables | lags | Variables | ||||||||
| lsukukvol | 0 | 1.316 | 0.906 | −0.638 | 0.262 | open | −4.996 | 0.000 | −6.316 | 0.000 |
| 1 | 2.333 | 0.990 | −0.154 | 0.439 | −1.702 | 0.044 | −3.883 | 0.000 | ||
| 2 | 3.158 | 0.999 | 1.739 | 0.959 | −0.663 | 0.254 | −2.540 | 0.006 | ||
| 3 | 5.130 | 1.000 | 2.278 | 0.989 | 1.742 | 0.959 | −1.650 | 0.049 | ||
| 4 | 12.641 | 1.000 | 11.822 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 5 | 12.641 | 1.000 | 11.822 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| Sukukden | 0 | 4.452 | 1.000 | 3.537 | 1.000 | finstress | 12.641 | 1.000 | 11.822 | 1.000 |
| 1 | 4.685 | 1.000 | 4.630 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 2 | 5.212 | 1.000 | 5.658 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 3 | 2.956 | 0.998 | 5.684 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 4 | 12.641 | 1.000 | 11.822 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| 5 | 12.641 | 1.000 | 11.822 | 1.000 | 12.641 | 1.000 | 11.822 | 1.000 | ||
| Growth | 0 | 0.934 | 0.825 | 1.909 | 0.972 | |||||
| 1 | 1.329 | 0.908 | 2.185 | 0.986 | ||||||
| 2 | 1.870 | 0.969 | 3.469 | 1.000 | ||||||
| 3 | 1.654 | 0.951 | 2.257 | 0.988 | ||||||
| 4 | 12.641 | 1.000 | 11.822 | 1.000 | ||||||
| 5 | 12.641 | 1.000 | 11.822 | 1.000 | ||||||
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