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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