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The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 12 ADF and PP unit root tests of residuals SyS1scr

From: Restatement of the I-O Coefficient Stability Problem

 

Null hypothesis: ressca 1 has a unit root

Null hypothesis: ressca 2 has a unit root

Null hypothesis: ressca 3 has a unit root

Null hypothesis: ressca 4 has a unit root

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

ADF, exogenous: none

−1.986552

0.0475

−5.140927

0

−4.403522

0.0002

−3.786799

0.0008

ADF, exogenous: constant

−1.948802

0.3045

−4.981806

0.0012

−4.268814

0.0047

−3.671733

0.0145

ADF, exogenous: constant, linear trend

−3.465446

0.0724

−4.908056

0.0059

−4.258263

0.019

−3.603718

0.0583

PP, exogenous: none

−3.405567

0.0018

−13.3349

0.0001

−4.409299

0.0002

−3.786799

0.0008

PP, exogenous: constant

−3.315973

0.0286

−16.20088

0

−4.274438

0.0046

−3.671733

0.0145

PP, exogenous: constant, linear trend

−3.424937

0.0777

−15.56681

0.0001

−4.277874

0.0184

−3.606573

0.058

 

Null hypothesis: ressca 5 has a unit root

Null hypothesis: ressca 6 has a unit root

Null hypothesis: ressca 7 has a unit root

Null hypothesis: ressca 8 has a unit root

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

ADF, exogenous: none

−5.658349

0

−3.995118

0.0005

−5.895841

0

−3.597347

0.0012

ADF, exogenous: constant

−5.487764

0.0004

−3.86399

0.0099

−5.639502

0.0004

−3.488259

0.021

ADF, exogenous: constant, linear trend

−5.309006

0.0026

−3.774645

0.0431

−5.697499

0.0017

−3.470132

0.0735

PP, exogenous: none

−5.658844

0

−3.99659

0.0005

−5.802776

0

−3.570019

0.0013

PP, exogenous: constant

−5.488494

0.0004

−3.865979

0.0098

−5.559396

0.0005

−3.42576

0.0238

PP, exogenous: constant, linear trend

−5.30975

0.0026

−3.775747

0.043

−5.697499

0.0017

−3.584896

0.0602

 

Null hypothesis: ressca 9 has a unit root

Null hypothesis: ressca 10 has a unit root

Null hypothesis: ressra 1 has a unit root

Null hypothesis: ressra 2 has a unit root

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

ADF, exogenous: none

−3.789794

0.0008

−5.27384

0

−3.016457

0.0049

−4.043831

0.0004

ADF, exogenous: constant

−3.663534

0.0155

−5.162812

0.0008

−2.900826

0.066

−3.951321

0.0083

ADF, exogenous: constant, linear trend

−3.646379

0.0559

−5.140881

0.0039

−2.8125

0.2119

−3.97919

0.0298

PP, exogenous: none

−3.76958

0.0009

−7.353143

0

−2.908989

0.0063

−4.043831

0.0004

PP, exogenous: constant

−3.635529

0.0164

−7.09582

0

−2.790106

0.0805

−3.951321

0.0083

PP, exogenous: constant, linear trend

−3.557692

0.0649

−7.493081

0

−2.681021

0.2547

−3.973131

0.0301

 

Null hypothesis: ressra 3 has a unit root

Null hypothesis: ressra 4 has a unit root

Null hypothesis: ressra 5 HP has a unit root

Null hypothesis: ressra 5 HPd has a unit root

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

ADF, exogenous: none

−3.46127

0.0017

−5.532511

0

−3.222773

0.0031

−2.361507

0.0218

ADF, exogenous: constant

−3.361322

0.027

−5.373084

0.0004

−3.091733

0.0465

−2.123058

0.2389

ADF, exogenous: constant, linear trend

−3.142646

0.1267

−4.837124

0.0061

−2.932113

0.1776

−2.265232

0.4268

PP, exogenous: none

−3.46127

0.0017

−5.913703

0

−1.834051

0.0646

−5.664019

0

PP, exogenous: constant

−3.361322

0.027

−5.70976

0.0002

−1.356726

0.5795

−5.853202

0.0002

PP, exogenous: constant, linear trend

−3.142646

0.1267

−9.865782

0

−1.714644

0.7022

−9.964217

0

 

Null hypothesis: ressra 6 has a unit root

Null hypothesis: ressra 7 has a unit root

Null hypothesis: ressa 8 HP has a unit root

Null hypothesis: ressra 8 HPd has a unit root

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

t-statistic

Prob.

ADF, exogenous: none

−3.720831

0.0009

−4.171027

0.0003

−2.832449

0.0074

−5.387255

0

ADF, exogenous: constant

−3.612433

0.0164

−3.94738

0.0089

−3.102695

0.0481

−5.243256

0.0006

ADF, exogenous: constant, linear trend

−3.505032

0.0692

−3.777624

0.0445

−2.922023

0.1835

−5.189448

0.0032

PP, exogenous: none

−3.709671

0.0009

−3.557824

0.0013

−2.757837

0.0087

−6.014966

0

PP, exogenous: constant

−3.598596

0.0168

−3.321521

0.0292

−2.660895

0.0999

−6.301019

0.0001

PP, exogenous: constant, linear trend

−3.489806

0.071

−2.902353

0.1844

−2.489547

0.3283

−8.353103

0

 

Null hypothesis: ressra 9 has a unit root

Null hypothesis: ressra 10 l has a unit root

  

t-statistic

Prob.

t-statistic

Prob.

    

ADF, exogenous: none

−2.725678

0.0093

−6.80313

0

    

ADF, exogenous: constant

−2.640708

0.1026

−6.617948

0.0001

    

ADF, exogenous: constant, linear trend

−2.683911

0.2527

−6.352981

0.0005

    

PP, exogenous: none

−2.732364

0.0091

−6.767128

0

    

PP, exogenous: constant

−2.648713

0.1012

−6.586823

0.0001

    

PP, exogenous: constant, linear trend

−2.715594

0.2416

−6.352981

0.0005