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

Table 2 Unit root tests for ava and avca

From: Restatement of the I-O Coefficient Stability Problem

  Exogenous
None Constant Constant, linear trend
Null hypothesis: ava has a unit root Null hypothesis: avca has a unit root Null hypothesis: ava has a unit root Null hypothesis: avca has a unit root Null hypothesis: ava has a unit root Null hypothesis: avca has a unit root
Augmented Dickey–Fuller
 t-statistic −0.893149 −1.306076 −2.758188 −2.402669 −3.582018 −2.83151
 Prob. 0.3163 0.1702 0.0831 0.1541 0.0589 0.205
Phillips–Perron
 Adj. t-statistic −0.713021 −1.355274 −2.661355 −2.441546 −3.582018 −2.676491
 Prob. 0.3943 0.1567 0.0989 0.1445 0.0589 0.2553