Skip to main content

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

Table 5 ADF and PP tests for sca i

From: Restatement of the I-O Coefficient Stability Problem

Variable Exogenous ADF PP
t-statistic Prob. t-statistic Prob.
sca 1 Constant, linear trend −4.54901 0.009 −4.52912 0.0094
sca 2 Constant −2.02573 0.274 −2.00889 0.2809
sca 3 Constant −3.98533 0.0073 −2.00269 0.2833
sca 4 Constant, linear trend −4.79669 0.0072 −2.85646 0.1956
sca 5 Constant, linear trend −6.12916 0.0005 −3.86767 0.0339
sca 6 Constant, linear trend −5.45292 0.0026 −3.4261 0.0761
sca 7 Constant −4.76606 0.0018 −2.99545 0.0525
sca 8 Constant −5.00001 0.0008 −7.99152 0
sca 9 Constant −4.47988 0.0028 −2.81411 0.0741
sca 10 Constant, linear trend −4.43914 0.012 −7.71446 0