Table 2 KPSS unit root test after first... | Emerald Publishing

Table 2

KPSS unit root test after first differencing

Test is of type: mu with 3 lags
Value of test-statistic is: 0.0368
Critical value for a significance level of
	10pct	5pct	2.5pct	1pct
Critical values	0.347	0.463	0.574	0.739

Test is of type: mu with 3 lags
Value of test-statistic is: 0.0368
Critical value for a significance level of
	10pct	5pct	2.5pct	1pct
Critical values	0.347	0.463	0.574	0.739

Source(s): Created by authors

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