Time series Variables ADF value Test type (c, t, k) Test critical values Test critical values Test critical values Stationary or not
1% 5% 10%
The original x0 -0.5138 (0, 0, 3) -2.6186 -1.9485 -1.6121 No
y0 -0.8657 (0, 0, 3) -2.6186 -1.9485 -1.6121 No
z0 -0.3647 (0, 0, 3) -2.6186 -1.9485 -1.6121 No
Δx0 -7.4505 (0, 0, 2) -2.6186 -1.9485 -1.6121 Yes
Δy0 -6.2861 (0, 0, 2) -2.6186 -1.9485 -1.6121 Yes
Δz0 -6.5489 (0, 0, 2) -2.6186 -1.9485 -1.6121 Yes
The IMF1 x1 -7.8693 (c, 0, 1) -3.5812 -2.9266 -2.6014 Yes
y1 -7.6006 (c, 0, 1) -3.5812 -2.9266 -2.6014 Yes
z1 -8.3002 (c, 0, 1) -3.5812 -2.9266 -2.6014 Yes
The IMF2 x2 -10.8127 (c, 0, 1) -3.5812 -2.9266 -2.6014 Yes
y2 -14.1319 (c, 0, 1) -3.5812 -2.9266 -2.6014 Yes
z2 -14.2495 (c, 0, 1) -3.5812 -2.9266 -2.6014 Yes
The IMF3 x3 -14.6845 (c, 0, 1) -3.5812 -2.9266 -2.6014 Yes
y3 -10.0076 (c, 0, 1) -3.5812 -2.9266 -2.6014 Yes
z3 -8.6862 (c, 0, 1) -3.5812 -2.9266 -2.6014 Yes
The IMF4 x4 -26.8800 (c, t, 1) -4.1706 -3.5107 -3.1855 Yes
y4 -23.9409 (c, t, 1) -4.1706 -3.5107 -3.1855 Yes
z4 -26.7954 (c, t, 1) -4.1706 -3.5107 -3.1855 Yes
The residual x5 -20.3586 (c, t, 1) -4.1706 -3.5107 -3.1855 Yes
y5 -13.4521 (c, t, 1) -4.1706 -3.5107 -3.1855 Yes
z5 -25.1841 (c, t, 1) -4.1706 -3.5107 -3.1855 Yes