Table A2 Unit root test results of DEI... | Emerald Publishing

Table A2

Unit root test results of DEI of ARIMA model

Null hypothesis: DEI has a unit root Exogenous: constant, linear trend Lag length: 2 (automatic - based on SIC, maxlag = 2)
		t-statistic	Prob.*
AuGMented Dickey–Fuller test statistic		−5.277473	0.0102
Test critical values	1% level	−5.295384
	5% level	−4.008157
	10% level	−3.460791

Null hypothesis: DEI has a unit rootExogenous: constant, linear trendLag length: 2 (automatic - based on SIC, maxlag = 2)
		t-statistic	Prob.*
AuGMented Dickey–Fuller test statistic		−5.277473	0.0102
Test critical values	1% level	−5.295384
	5% level	−4.008157
	10% level	−3.460791