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

Table 6 ADF and PP tests for sra i

From: Restatement of the I-O Coefficient Stability Problem

Variable Exogenous ADF PP
t-statistic Prob. t-statistic Prob.
sra 1 Constant, linear trend −3.06826 0.1399 −1.59124 0.1031
sra 2 Constant −2.94275 0.0581 −2.91376 0.0614
sra 3 Constant −3.51945 0.0183 −3.51945 0.0183
sra 4 Constant −2.6057 0.1083 −2.6057 0.1083
sra 5 Constant, linear trend −2.28894 0.4194 −2.54869 0.3041
sra 6 None −2.36343 0.0209 −2.17192 0.0319
sra 7 Constant, linear trend −4.96559 0.0044 −2.84798 0.1981
sra 8 Constant, linear trend −2.34672 0.3929 −1.90162 0.6163
sra 9 Constant −2.91805 0.0609 −2.91805 0.0609
sra 10 Constant −1.22677 0.6415 −1.28041 0.6175