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-statisticProb.*
AuGMented Dickey–Fuller test statistic−5.2774730.0102
Test critical values1% level−5.295384 
 5% level−4.008157 
 10% level−3.460791 

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