Residual sequences |
ADF value |
Test type (c, t, k) |
Test critical
values |
Test critical values |
Test critical values |
Stationary or
not |
|
|
|
1% |
5% |
10% |
|
u0 |
-4.6011 |
(c, 0, 1) |
-3.6105 |
-2.9390 |
-2.6079 |
Yes |
u1 |
-6.8268 |
(c, 0, 1) |
-3.6105 |
-2.9390 |
-2.6079 |
Yes |
u2 |
-7.7600 |
(c, 0, 1) |
-3.6156 |
-2.9411 |
-2.6091 |
Yes |
u3 |
-6.1780 |
(c, 0, 1) |
-3.6156 |
-2.9411 |
-2.6091 |
Yes |
u4 |
-8.7148 |
(c, 0, 1) |
-3.6156 |
-2.9411 |
-2.6091 |
Yes |
u5 |
-5.5610 |
(c, 0, 1) |
-3.6156 |
-2.9411 |
-2.6091 |
Yes |