Sequence | Test form | ADF | 1% Critical Value | Stationarity |
---|---|---|---|---|
DLNCP | (0,0,0) | −8.893053 | −2.583298 | Stationary |
DLNEP | (0,0,0) | −9.457722 | −2.583298 | Stationary |
DLNMP | (0,0,0) | −9.633763 | −2.583298 | Stationary |
DLNAP | (0,0,0) | −9.628522 | −2.583298 | Stationary |
DLNCP | (0,0,0) | −7.892860 | −2.583298 | Stationary |
DLNEP | (0,0,0) | −9.336462 | −2.583298 | Stationary |
DLNMP | (0,0,0) | −10.55363 | −2.583298 | Stationary |
DLNAP | (0,0,0) | −9.123758 | −2.583298 | Stationary |
Explained variable | Explanatory variable | RLOP | ALOP | ||
---|---|---|---|---|---|
DLNCP | DLNCP | 0.000890 | 0.826145 | Accepted | Accepted |
DLNEP | DLNEP | −0.001750 | 0.612518 | Rejected | Rejected |
DLNMP | DLNMP | −0.002504 | 0.564950 | Rejected | Rejected |
DLNAP | DLNAP | −0.000689 | 0.721256 | Rejected | Rejected |