The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
Table 2 Unit root tests for ava and avca
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 |