The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Null hypothesis: has a unit root | Null hypothesis: has a unit root | Null hypothesis: has a unit root | Null hypothesis: 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: has a unit root | Null hypothesis: has a unit root | Null hypothesis: has a unit root | Null hypothesis: 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: has a unit root | Null hypothesis: has a unit root | Null hypothesis: has a unit root | Null hypothesis: 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: has a unit root | Null hypothesis: has a unit root | Null hypothesis: has a unit root | Null hypothesis: 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: has a unit root | Null hypothesis: has a unit root | Null hypothesis: has a unit root | Null hypothesis: 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: has a unit root | Null hypothesis: 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 |