Table II Test for the order of... | Emerald Publishing

Table II

Test for the order of integration (ADF and Phillips–Perron): levels with (intercept and trend)

VAR	ADF	PV	[Lag]	PP	PV	[BW]
LFDI	−2.1092	(0.5342)	[1]	−2.1487	(0.5125)	[5]
INF	−1.1801	(0.9927)	[2]	−1.1611	(0.9124)	[5]
INT	−2.3778	(0.4345)	[0]	−2.3645	(0.2974)	[2]
LNEXR	−1.8325	(0.6812)	[1]	−2.0551	(0.5639)	[5]
LNGDP	−3.8261	(1.2103)	[2]	−3.1613	(0.0984)	[3]
LNECP	−2.1635	(0.5041)	[1]	−2.3245	(0.4167)	[0]
TU	−1.5756	(0.7955)	[3]	−1.4960	(0.8246)	[3]

VAR	ADF	PV	[Lag]	PP	PV	[BW]
LFDI	−2.1092	(0.5342)	[1]	−2.1487	(0.5125)	[5]
INF	−1.1801	(0.9927)	[2]	−1.1611	(0.9124)	[5]
INT	−2.3778	(0.4345)	[0]	−2.3645	(0.2974)	[2]
LNEXR	−1.8325	(0.6812)	[1]	−2.0551	(0.5639)	[5]
LNGDP	−3.8261	(1.2103)	[2]	−3.1613	(0.0984)	[3]
LNECP	−2.1635	(0.5041)	[1]	−2.3245	(0.4167)	[0]
TU	−1.5756	(0.7955)	[3]	−1.4960	(0.8246)	[3]

Source: Computed using Eviews 9.0 Package