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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