Results from unit-root tests
| ADF (with intercept) | PP (with intercept) | ERS (with intercept) | ERS (with intercept and trend) | |
|---|---|---|---|---|
| Test statistic | −0.54 (4 lags) | −1.53 (4 lags) | −0.587 (4 lags) | −1.12 (4 lags) |
| P-value | >0.1 | >0.1 | >0.1 | >0.1 |
| ADF (with intercept) | PP (with intercept) | ERS (with intercept) | ERS (with intercept and trend) | |
|---|---|---|---|---|
| Test statistic | −0.54 (4 lags) | −1.53 (4 lags) | −0.587 (4 lags) | −1.12 (4 lags) |
| >0.1 | >0.1 | >0.1 | >0.1 |
Note(s): ADF = augmented Dickey–Fuller test, PP = Phillips–Perron test, ERS = Elliott–Rothenberg–Stock test
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